+6.9%
TMO vs SIMO
+287.2%
-280.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.1% |
| 7D | -2.5% | +12.5% | -15.0% | -3.2% |
| 30D | -0.3% | +18.4% | -18.7% | -1.5% |
| 3M | +25.3% | +5.6% | +19.7% | +23.5% |
| 6M | +20.9% | +116.9% | -96.1% | +9.3% |
| YTD | +4.3% | +188.4% | -184.1% | -9.4% |
| 1Y | +27.0% | +221.3% | -194.2% | +8.5% |
| 3Y | +17.5% | +438.6% | -421.1% | -7.8% |
| 5Y | +6.9% | +287.9% | -281.0% | -13.3% |
| All | +6.9% | +287.2% | -280.2% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling