+84.7%
TFC vs SIMO
+434.7%
-350.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.1% |
| 7D | +0.3% | -8.5% | +8.8% | +1.2% |
| 30D | +9.2% | -34.8% | +44.0% | +15.0% |
| 3M | -2.9% | -32.8% | +29.9% | +0.7% |
| 6M | +3.5% | -32.0% | +35.5% | +4.7% |
| YTD | +5.4% | +87.0% | -81.6% | -15.4% |
| 1Y | +17.3% | +86.1% | -68.8% | -5.9% |
| 3Y | +96.7% | +226.4% | -129.7% | +35.0% |
| 5Y | -1.1% | +172.1% | -173.2% | -32.1% |
| 10Y | +84.7% | +408.0% | -323.3% | +3.0% |
| All | +84.7% | +434.7% | -350.0% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling