+2,316.9%
TMO vs SIMO
+3,332.4%
-1,015.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.8% |
| 7D | -1.4% | +4.2% | -5.6% | -1.9% |
| 30D | +6.2% | +4.1% | +2.1% | +5.2% |
| 3M | +27.5% | -12.9% | +40.3% | +27.3% |
| 6M | +20.0% | +110.3% | -90.4% | +4.3% |
| YTD | +6.1% | +178.6% | -172.4% | -11.8% |
| 1Y | +25.8% | +220.0% | -194.1% | +2.1% |
| 3Y | +11.2% | +409.0% | -397.8% | -17.0% |
| 5Y | +9.6% | +277.3% | -267.8% | -17.2% |
| 10Y | +317.8% | +506.6% | -188.9% | +181.5% |
| All | +2,316.9% | +3,332.4% | -1,015.5% | +901.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling