+328.6%
TMO vs SIMO
+605.2%
-276.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.2% | -6.1% | +0.4% |
| 7D | -0.6% | +11.0% | -11.7% | -1.7% |
| 30D | +1.1% | +17.9% | -16.8% | -0.8% |
| 3M | +28.3% | +3.9% | +24.4% | +26.0% |
| 6M | +23.3% | +131.0% | -107.8% | +7.0% |
| YTD | +5.5% | +209.3% | -203.9% | -12.9% |
| 1Y | +24.5% | +223.8% | -199.2% | +1.7% |
| 3Y | +19.6% | +479.2% | -459.7% | -12.6% |
| 5Y | +8.1% | +316.0% | -307.9% | -19.4% |
| All | +328.6% | +605.2% | -276.5% | +174.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling