+1,753.6%
TSM vs SIMO
+515.6%
+1,238.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +0.5% |
| 7D | +6.0% | +14.6% | -8.6% | +1.7% |
| 30D | +4.5% | +6.2% | -1.7% | +1.8% |
| 3M | +3.1% | +3.6% | -0.5% | -0.2% |
| 6M | +30.2% | +130.8% | -100.6% | -5.8% |
| YTD | +45.2% | +195.8% | -150.6% | -4.9% |
| 1Y | +79.6% | +225.0% | -145.4% | +13.3% |
| 3Y | +411.0% | +452.3% | -41.3% | +167.8% |
| 5Y | +290.7% | +303.6% | -12.9% | +113.7% |
| 10Y | +1,753.6% | +528.8% | +1,224.8% | +724.1% |
| All | +1,753.6% | +515.6% | +1,238.0% | +724.1% |
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