-5.8%
TDG vs SIMO
+94.5%
-100.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.6% | +10.3% | +0.7% |
| 7D | +7.1% | -16.9% | +23.9% | +7.2% |
| 30D | +11.4% | -35.4% | +46.7% | +11.7% |
| 3M | -4.6% | -31.9% | +27.3% | -4.3% |
| 6M | +5.8% | -19.3% | +25.2% | +6.1% |
| YTD | -8.5% | +98.5% | -107.0% | -9.3% |
| 1Y | -5.8% | +100.5% | -106.3% | -6.6% |
| All | -5.8% | +94.5% | -100.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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