+529.5%
TDG vs SIMO
+557.5%
-28.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.7% |
| 7D | -2.7% | +12.5% | -15.2% | -4.4% |
| 30D | -9.3% | +18.4% | -27.7% | -11.8% |
| 3M | -7.1% | +5.6% | -12.7% | -9.6% |
| 6M | -11.2% | +116.9% | -128.1% | -25.6% |
| YTD | -15.3% | +188.4% | -203.7% | -33.6% |
| 1Y | -12.5% | +221.3% | -233.7% | -33.5% |
| 3Y | +51.2% | +438.6% | -387.4% | 0.0% |
| 5Y | +126.1% | +287.9% | -161.8% | +54.1% |
| All | +529.5% | +557.5% | -28.0% | +232.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling