+244.6%
TMUS vs SIMO
+453.3%
-208.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.7% | -6.8% | +1.5% |
| 7D | +8.2% | +0.9% | +7.2% | +8.0% |
| 30D | +13.4% | -25.4% | +38.8% | +14.5% |
| 3M | -3.0% | -17.8% | +14.7% | -3.1% |
| 6M | -8.8% | -29.6% | +20.8% | -9.0% |
| YTD | -13.8% | +100.3% | -114.2% | -22.3% |
| 1Y | -17.1% | +100.4% | -117.4% | -25.3% |
| 3Y | +22.7% | +246.1% | -223.4% | +2.1% |
| 5Y | +52.8% | +189.8% | -137.0% | +26.3% |
| 10Y | +244.6% | +434.6% | -190.0% | +143.6% |
| All | +244.6% | +453.3% | -208.7% | +143.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling