+24.5%
TMO vs SIMO
+239.1%
-214.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.2% | -6.1% | +1.2% |
| 7D | -0.6% | +11.0% | -11.7% | -0.5% |
| 30D | +1.1% | +17.9% | -16.8% | +1.4% |
| 3M | +28.3% | +3.9% | +24.4% | +28.4% |
| 6M | +23.3% | +131.0% | -107.8% | +18.7% |
| YTD | +5.5% | +209.3% | -203.9% | -1.2% |
| 1Y | +24.5% | +223.8% | -199.2% | +15.2% |
| All | +24.5% | +239.1% | -214.5% | +15.2% |
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