+13,642.4%
TDG vs SIMO
+1,867.0%
+11,775.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.3% | -1.1% | -3.1% |
| 7D | +1.2% | +14.9% | -13.7% | -0.8% |
| 30D | +8.1% | -27.0% | +35.1% | +11.8% |
| 3M | -2.6% | -25.4% | +22.8% | -0.3% |
| 6M | +1.0% | -30.3% | +31.2% | +2.3% |
| YTD | -9.5% | +95.8% | -105.3% | -23.3% |
| 1Y | -8.0% | +100.0% | -108.1% | -22.4% |
| 3Y | +41.8% | +238.3% | -196.5% | +7.7% |
| 5Y | +125.1% | +187.6% | -62.5% | +70.7% |
| 10Y | +546.7% | +422.5% | +124.2% | +331.6% |
| All | +13,642.4% | +1,867.0% | +11,775.5% | +5,793.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling