+309.1%
TMUS vs SIMO
+515.6%
-206.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.3% |
| 7D | -0.3% | +14.6% | -14.9% | -1.1% |
| 30D | +3.1% | +6.2% | -3.1% | +2.5% |
| 3M | +2.4% | +3.6% | -1.1% | +1.0% |
| 6M | -17.1% | +130.8% | -147.9% | -24.6% |
| YTD | -9.1% | +195.8% | -204.8% | -19.5% |
| 1Y | -23.6% | +225.0% | -248.6% | -33.3% |
| 3Y | +38.8% | +452.3% | -413.5% | +12.0% |
| 5Y | +43.0% | +303.6% | -260.6% | +16.7% |
| 10Y | +309.1% | +528.8% | -219.7% | +191.7% |
| All | +309.1% | +515.6% | -206.5% | +191.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling