+58.8%
TMO vs SIMO
+221.6%
-162.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.4% |
| 7D | +0.8% | +4.1% | -3.3% | +0.6% |
| 30D | +4.0% | -24.0% | +28.0% | +5.1% |
| 3M | +17.6% | -31.8% | +49.4% | +19.0% |
| 6M | +57.3% | -36.9% | +94.2% | +58.3% |
| YTD | +21.2% | +84.8% | -63.6% | +6.2% |
| 1Y | +21.1% | +99.0% | -77.9% | +4.8% |
| 3Y | +58.8% | +217.9% | -159.1% | +18.5% |
| All | +58.8% | +221.6% | -162.8% | +18.5% |
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 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