+179.0%
TFC vs SIMO
+2,080.4%
-1,901.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.1% | -1.6% |
| 7D | +1.2% | -22.0% | +23.2% | +4.7% |
| 30D | +8.3% | -43.0% | +51.4% | +16.9% |
| 3M | -5.2% | -39.1% | +34.0% | +0.3% |
| 6M | -0.8% | -33.3% | +32.5% | +1.0% |
| YTD | +3.4% | +77.0% | -73.5% | -13.7% |
| 1Y | +17.0% | +73.0% | -56.0% | -2.1% |
| 3Y | +86.2% | +215.7% | -129.6% | +36.9% |
| 5Y | -2.3% | +155.6% | -157.9% | -27.6% |
| 10Y | +93.9% | +388.4% | -294.5% | +22.4% |
| All | +179.0% | +2,080.4% | -1,901.5% | -4.4% |
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