-22.7%
TGT vs SIMO
+297.1%
-319.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.2% | -1.6% |
| 7D | -0.6% | +14.6% | -15.2% | -1.8% |
| 30D | +9.5% | +6.2% | +3.3% | +8.7% |
| 3M | +32.3% | +3.6% | +28.7% | +29.8% |
| 6M | +37.0% | +130.8% | -93.8% | +19.1% |
| YTD | +71.0% | +195.8% | -124.7% | +41.6% |
| 1Y | +85.0% | +225.0% | -140.0% | +50.3% |
| 3Y | +46.8% | +452.3% | -405.5% | +7.3% |
| 5Y | -22.7% | +303.6% | -326.3% | -42.3% |
| All | -22.7% | +297.1% | -319.9% | -42.3% |
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