+18.8%
TMO vs SIMO
+469.0%
-450.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.4% |
| 7D | -0.5% | +14.5% | -15.0% | -1.1% |
| 30D | +1.0% | +20.4% | -19.4% | 0.0% |
| 3M | +22.7% | +7.1% | +15.6% | +21.3% |
| 6M | +19.0% | +129.2% | -110.2% | +7.2% |
| YTD | +4.7% | +201.9% | -197.2% | -10.1% |
| 1Y | +26.0% | +235.5% | -209.5% | +5.7% |
| All | +18.8% | +469.0% | -450.2% | -15.7% |
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