+235.5%
SIMO vs TW
-13.2%
+248.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.1% | +2.1% |
| 7D | +14.5% | -0.5% | +15.0% | +14.3% |
| 30D | +20.4% | -0.6% | +21.0% | +20.2% |
| 3M | +7.1% | +3.4% | +3.7% | +8.6% |
| 6M | +129.2% | -18.4% | +147.7% | +132.2% |
| YTD | +201.9% | -3.9% | +205.9% | +212.2% |
| 1Y | +235.5% | -13.3% | +248.8% | +235.7% |
| All | +235.5% | -13.2% | +248.8% | +235.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling