+98.6%
TFC vs SIMO
+515.6%
-417.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -3.1% |
| 7D | +2.2% | +14.6% | -12.4% | 0.0% |
| 30D | -2.5% | +6.2% | -8.7% | -3.9% |
| 3M | +4.5% | +3.6% | +1.0% | +1.7% |
| 6M | +11.0% | +130.8% | -119.8% | -9.6% |
| YTD | +5.9% | +195.8% | -189.9% | -19.0% |
| 1Y | +14.6% | +225.0% | -210.4% | -14.8% |
| 3Y | +96.7% | +452.3% | -355.6% | +27.0% |
| 5Y | +15.6% | +303.6% | -288.0% | -23.3% |
| 10Y | +98.6% | +528.8% | -430.2% | +9.6% |
| All | +98.6% | +515.6% | -417.0% | +9.6% |
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 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