+96.0%
TFC vs SIMO
+221.6%
-125.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.6% | +6.8% | +1.6% |
| 7D | +2.3% | +4.1% | -1.8% | +1.9% |
| 30D | +10.8% | -24.0% | +34.8% | +12.4% |
| 3M | -3.8% | -31.8% | +28.0% | -2.1% |
| 6M | +9.6% | -36.9% | +46.5% | +10.7% |
| YTD | +5.8% | +84.8% | -79.0% | -12.4% |
| 1Y | +16.2% | +99.0% | -82.8% | -5.6% |
| 3Y | +96.0% | +217.9% | -122.0% | +21.2% |
| All | +96.0% | +221.6% | -125.6% | +21.2% |
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