+156.7%
SIMO vs TW
+37.3%
+119.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.2% |
| 7D | -22.0% | +4.2% | -26.2% | -22.0% |
| 30D | -43.0% | +18.9% | -62.0% | -43.2% |
| 3M | -39.1% | +23.8% | -62.9% | -39.4% |
| 6M | -33.3% | +17.0% | -50.3% | -33.3% |
| YTD | +77.0% | +19.2% | +57.7% | +75.9% |
| 1Y | +73.0% | +20.1% | +52.9% | +71.7% |
| 3Y | +215.7% | +40.5% | +175.2% | +204.9% |
| All | +156.7% | +37.3% | +119.4% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling