+48.7%
TMUS vs SIMO
+171.3%
-122.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.2% |
| 7D | +9.5% | -16.0% | +25.5% | +9.1% |
| 30D | +13.8% | -35.8% | +49.6% | +13.0% |
| 3M | -4.6% | -26.5% | +21.9% | -5.1% |
| 6M | -11.7% | -33.0% | +21.3% | -12.5% |
| YTD | -15.4% | +84.3% | -99.7% | -17.3% |
| 1Y | -16.1% | +82.0% | -98.1% | -18.1% |
| 3Y | +20.5% | +218.5% | -198.0% | +15.5% |
| 5Y | +48.7% | +175.0% | -126.3% | +40.5% |
| All | +48.7% | +171.3% | -122.6% | +40.5% |
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