+144.6%
TOST vs SIMO
+220.9%
-76.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +3.0% | -16.0% | +19.0% | +3.8% |
| 30D | +10.3% | -35.8% | +46.0% | +13.0% |
| 3M | -3.3% | -26.5% | +23.2% | -2.7% |
| 6M | +37.8% | -33.0% | +70.8% | +36.1% |
| YTD | -2.8% | +84.3% | -87.1% | -29.2% |
| 1Y | -9.6% | +82.0% | -91.6% | -34.0% |
| 3Y | +144.6% | +218.5% | -73.8% | +26.9% |
| All | +144.6% | +220.9% | -76.2% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling