+634.4%
SIMO vs TW
+221.1%
+413.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.6% |
| 7D | +4.2% | -2.3% | +6.6% | +4.6% |
| 30D | +4.1% | +3.9% | +0.2% | +3.4% |
| 3M | -12.9% | +5.7% | -18.6% | -15.0% |
| 6M | +110.3% | -14.5% | +124.9% | +116.1% |
| YTD | +178.6% | -0.9% | +179.4% | +174.6% |
| 1Y | +220.0% | -13.5% | +233.5% | +226.2% |
| 3Y | +409.0% | +25.0% | +384.1% | +366.1% |
| 5Y | +277.3% | +22.7% | +254.6% | +241.9% |
| All | +634.4% | +221.1% | +413.3% | +419.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling