+275.3%
TMUS vs SIMO
+1,000.6%
-725.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.3% |
| 7D | +3.6% | -22.0% | +25.6% | +6.5% |
| 30D | -3.4% | -43.0% | +39.7% | +3.0% |
| 3M | -9.5% | -39.1% | +29.7% | -5.3% |
| 6M | -15.2% | -33.3% | +18.1% | -14.7% |
| YTD | -18.9% | +77.0% | -95.9% | -31.8% |
| 1Y | -17.7% | +73.0% | -90.7% | -30.6% |
| 3Y | +15.6% | +215.7% | -200.1% | -14.9% |
| 5Y | +38.9% | +155.6% | -116.7% | +1.6% |
| 10Y | +245.3% | +388.4% | -143.1% | +109.4% |
| All | +275.3% | +1,000.6% | -725.3% | +34.8% |
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