+36.0%
TSM vs SIMO
+94.5%
-58.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.4% | -0.3% |
| 7D | -10.0% | -16.9% | +6.9% | -6.7% |
| 30D | -18.5% | -35.4% | +16.8% | -11.8% |
| 3M | -4.9% | -31.9% | +27.0% | +1.1% |
| 6M | -1.0% | -19.3% | +18.4% | +3.1% |
| YTD | +31.3% | +98.5% | -67.2% | +14.3% |
| 1Y | +36.0% | +100.5% | -64.5% | +17.5% |
| All | +36.0% | +94.5% | -58.5% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling