-19.1%
TMUS vs SIMO
+90.9%
-110.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.9% |
| 7D | +4.9% | +4.1% | +0.8% | +5.1% |
| 30D | +7.7% | -24.0% | +31.7% | +6.5% |
| 3M | -6.8% | -31.8% | +25.0% | -8.0% |
| 6M | -9.7% | -36.9% | +27.2% | -11.3% |
| YTD | -15.0% | +84.8% | -99.8% | -17.1% |
| 1Y | -19.1% | +99.0% | -118.1% | -20.7% |
| All | -19.1% | +90.9% | -110.0% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling