+126.5%
TDG vs SIMO
+312.7%
-186.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | -2.4% | +14.5% | -16.9% | -3.5% |
| 30D | -8.0% | +20.4% | -28.4% | -9.5% |
| 3M | -10.5% | +7.1% | -17.6% | -11.8% |
| 6M | -11.9% | +129.2% | -141.2% | -21.3% |
| YTD | -15.4% | +201.9% | -217.3% | -27.7% |
| 1Y | -14.2% | +235.5% | -249.7% | -28.3% |
| 3Y | +51.0% | +463.8% | -412.8% | +13.9% |
| 5Y | +126.5% | +306.7% | -180.2% | +80.8% |
| All | +126.5% | +312.7% | -186.3% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling