+387.2%
SIMO vs TW
+301.3%
+85.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -5.7% |
| 7D | +4.1% | +3.9% | +0.2% | +3.5% |
| 30D | -24.0% | +19.9% | -43.9% | -26.1% |
| 3M | -31.8% | +25.9% | -57.7% | -34.4% |
| 6M | -36.9% | +21.1% | -58.0% | -39.5% |
| YTD | +84.8% | +23.9% | +60.9% | +75.5% |
| 1Y | +99.0% | +21.2% | +77.8% | +89.9% |
| 3Y | +217.9% | +44.8% | +173.2% | +186.2% |
| 5Y | +171.5% | +41.4% | +130.1% | +143.5% |
| All | +387.2% | +301.3% | +85.9% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling