+46.8%
TGT vs SIMO
+462.5%
-415.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -1.4% |
| 7D | -0.6% | +14.6% | -15.2% | -1.5% |
| 30D | +9.5% | +6.2% | +3.3% | +8.9% |
| 3M | +32.3% | +3.6% | +28.7% | +30.1% |
| 6M | +37.0% | +130.8% | -93.8% | +18.8% |
| YTD | +71.0% | +195.8% | -124.7% | +39.4% |
| 1Y | +85.0% | +225.0% | -140.0% | +46.9% |
| 3Y | +46.8% | +452.3% | -405.5% | 0.0% |
| All | +46.8% | +462.5% | -415.7% | 0.0% |
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