+25.4%
TMO vs SIMO
+94.5%
-69.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.6% | +10.7% | +1.1% |
| 7D | +0.3% | -16.9% | +17.2% | +0.2% |
| 30D | +4.3% | -35.4% | +39.7% | +3.8% |
| 3M | +25.1% | -31.9% | +57.0% | +24.8% |
| 6M | +52.9% | -19.3% | +72.2% | +51.6% |
| YTD | +22.2% | +98.5% | -76.3% | +14.8% |
| 1Y | +25.4% | +100.5% | -75.1% | +17.5% |
| All | +25.4% | +94.5% | -69.1% | +17.5% |
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