+13,174.6%
TDG vs SIMO
+2,698.7%
+10,475.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -0.8% |
| 7D | -2.0% | +4.2% | -6.2% | -2.6% |
| 30D | -7.4% | +4.1% | -11.5% | -8.3% |
| 3M | -5.4% | -12.9% | +7.5% | -5.3% |
| 6M | -11.6% | +110.3% | -122.0% | -23.8% |
| YTD | -12.6% | +178.6% | -191.2% | -28.4% |
| 1Y | -9.3% | +220.0% | -229.3% | -27.7% |
| 3Y | +49.2% | +409.0% | -359.9% | +8.6% |
| 5Y | +132.1% | +277.3% | -145.2% | +72.1% |
| 10Y | +544.8% | +506.6% | +38.2% | +326.0% |
| All | +13,174.6% | +2,698.7% | +10,475.9% | +5,401.8% |
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 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