-3.0%
TFC vs SIMO
+154.7%
-157.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -1.4% |
| 7D | +1.2% | -22.0% | +23.2% | +3.6% |
| 30D | +8.3% | -43.0% | +51.4% | +14.4% |
| 3M | -5.2% | -39.1% | +34.0% | -1.4% |
| 6M | -0.8% | -33.3% | +32.5% | -0.1% |
| YTD | +3.4% | +77.0% | -73.5% | -15.3% |
| 1Y | +17.0% | +73.0% | -56.0% | -3.9% |
| 3Y | +86.2% | +215.7% | -129.6% | +28.6% |
| All | -3.0% | +154.7% | -157.7% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling