+191.8%
TFC vs SIMO
+3,332.4%
-3,140.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.3% |
| 7D | +2.4% | +4.2% | -1.8% | +1.6% |
| 30D | -1.3% | +4.1% | -5.4% | -2.5% |
| 3M | +6.1% | -12.9% | +18.9% | +6.0% |
| 6M | +7.3% | +110.3% | -103.0% | -9.9% |
| YTD | +8.2% | +178.6% | -170.4% | -14.4% |
| 1Y | +14.4% | +220.0% | -205.6% | -12.2% |
| 3Y | +93.7% | +409.0% | -315.3% | +34.4% |
| 5Y | +16.4% | +277.3% | -260.9% | -17.4% |
| 10Y | +101.6% | +506.6% | -405.1% | +24.9% |
| All | +191.8% | +3,332.4% | -3,140.6% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling