+1,692.0%
TSCO vs SIMO
+3,544.2%
-1,852.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +0.1% |
| 7D | +1.7% | +14.6% | -12.9% | 0.0% |
| 30D | +2.8% | +6.2% | -3.4% | +1.7% |
| 3M | +17.9% | +3.6% | +14.3% | +15.4% |
| 6M | -28.6% | +130.8% | -159.4% | -38.5% |
| YTD | -28.0% | +195.8% | -223.8% | -40.5% |
| 1Y | -39.9% | +225.0% | -264.9% | -51.2% |
| 3Y | -14.0% | +452.3% | -466.3% | -36.3% |
| 5Y | -2.9% | +303.6% | -306.5% | -27.0% |
| 10Y | +199.5% | +528.8% | -329.3% | +100.8% |
| All | +1,692.0% | +3,544.2% | -1,852.2% | +607.8% |
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