+88.6%
TGT vs SIMO
+94.5%
-5.9%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -9.6% | +15.2% | +5.2% |
| 7D | +9.5% | -16.9% | +26.4% | +8.8% |
| 30D | +6.6% | -35.4% | +42.0% | +5.4% |
| 3M | +11.0% | -31.9% | +42.8% | +9.9% |
| 6M | +29.9% | -19.3% | +49.2% | +27.8% |
| YTD | +71.4% | +98.5% | -27.0% | +58.5% |
| 1Y | +88.6% | +100.5% | -11.9% | +73.5% |
| All | +88.6% | +94.5% | -5.9% | +73.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling