+1.0%
TDG vs SIMO
-29.0%
+30.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.3% |
| 7D | +1.2% | +14.9% | -13.7% | +1.0% |
| 30D | +8.1% | -27.0% | +35.1% | +8.5% |
| 3M | -2.6% | -25.4% | +22.8% | -2.2% |
| 6M | +1.0% | -30.3% | +31.2% | +1.6% |
| All | +1.0% | -29.0% | +30.0% | +1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling