+320.5%
TMUS vs SIMO
+1,632.5%
-1,312.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.7% | -12.2% | -4.7% |
| 7D | +0.1% | +4.2% | -4.1% | -0.6% |
| 30D | +5.3% | +4.1% | +1.2% | +4.1% |
| 3M | +3.1% | -12.9% | +16.0% | +2.6% |
| 6M | -16.5% | +110.3% | -126.8% | -29.1% |
| YTD | -9.2% | +178.6% | -187.7% | -26.9% |
| 1Y | -26.5% | +220.0% | -246.5% | -42.6% |
| 3Y | +39.0% | +409.0% | -370.0% | -2.6% |
| 5Y | +40.4% | +277.3% | -236.9% | -0.6% |
| 10Y | +303.7% | +506.6% | -202.9% | +144.4% |
| All | +320.5% | +1,632.5% | -1,312.1% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling