+50.0%
TDG vs SIMO
+469.0%
-418.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.8% |
| 7D | -2.4% | +14.5% | -16.9% | -3.1% |
| 30D | -8.0% | +20.4% | -28.4% | -9.0% |
| 3M | -10.5% | +7.1% | -17.6% | -11.3% |
| 6M | -11.9% | +129.2% | -141.2% | -18.9% |
| YTD | -15.4% | +201.9% | -217.3% | -25.3% |
| 1Y | -14.2% | +235.5% | -249.7% | -26.0% |
| All | +50.0% | +469.0% | -418.9% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling