+96.6%
TFC vs SIMO
+418.6%
-321.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.7% |
| 7D | +2.4% | +4.2% | -1.8% | +2.0% |
| 30D | -1.3% | +4.1% | -5.4% | -1.9% |
| 3M | +6.1% | -12.9% | +18.9% | +6.2% |
| 6M | +7.3% | +110.3% | -103.0% | -6.7% |
| YTD | +8.2% | +178.6% | -170.4% | -12.8% |
| 1Y | +14.4% | +220.0% | -205.6% | -11.8% |
| All | +96.6% | +418.6% | -321.9% | +19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling