+1,598.5%
TSM vs SIMO
+395.4%
+1,203.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +2.5% |
| 7D | -2.1% | -16.0% | +14.0% | +3.1% |
| 30D | -12.5% | -35.8% | +23.2% | -1.1% |
| 3M | -5.0% | -26.5% | +21.5% | +1.7% |
| 6M | -3.2% | -33.0% | +29.8% | +4.2% |
| YTD | +31.5% | +84.3% | -52.8% | -3.0% |
| 1Y | +35.7% | +82.0% | -46.3% | +0.5% |
| 3Y | +323.5% | +218.5% | +105.0% | +154.8% |
| 5Y | +263.4% | +175.0% | +88.3% | +117.2% |
| 10Y | +1,598.5% | +407.5% | +1,191.0% | +678.7% |
| All | +1,598.5% | +395.4% | +1,203.1% | +678.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling