+43.4%
TDG vs SIMO
+221.6%
-178.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.4% |
| 7D | +1.7% | +4.1% | -2.4% | +1.5% |
| 30D | +9.7% | -24.0% | +33.7% | +10.7% |
| 3M | -2.3% | -31.8% | +29.4% | -1.1% |
| 6M | +1.3% | -36.9% | +38.2% | +2.3% |
| YTD | -8.5% | +84.8% | -93.3% | -16.9% |
| 1Y | -8.1% | +99.0% | -107.1% | -17.4% |
| 3Y | +43.4% | +217.9% | -174.6% | +16.2% |
| All | +43.4% | +221.6% | -178.2% | +16.2% |
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