+41.0%
TMUS vs SIMO
+154.7%
-113.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +1.0% |
| 7D | +3.6% | -22.0% | +25.6% | +3.0% |
| 30D | -3.4% | -43.0% | +39.7% | -4.1% |
| 3M | -9.5% | -39.1% | +29.7% | -10.1% |
| 6M | -15.2% | -33.3% | +18.1% | -16.1% |
| YTD | -18.9% | +77.0% | -95.9% | -20.9% |
| 1Y | -17.7% | +73.0% | -90.7% | -19.7% |
| 3Y | +15.6% | +215.7% | -200.1% | +10.6% |
| All | +41.0% | +154.7% | -113.7% | +33.4% |
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