+1,502.2%
TSM vs SIMO
+434.7%
+1,067.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.7% | -2.2% | +1.8% |
| 7D | -2.5% | -8.5% | +5.9% | 0.0% |
| 30D | -14.3% | -34.8% | +20.5% | -3.5% |
| 3M | -7.2% | -32.8% | +25.6% | +1.9% |
| 6M | -5.1% | -32.0% | +26.9% | +1.7% |
| YTD | +28.9% | +87.0% | -58.1% | -5.4% |
| 1Y | +37.1% | +86.1% | -49.0% | +0.8% |
| 3Y | +341.5% | +226.4% | +115.1% | +163.6% |
| 5Y | +245.7% | +172.1% | +73.6% | +107.3% |
| 10Y | +1,502.2% | +408.0% | +1,094.2% | +628.8% |
| All | +1,502.2% | +434.7% | +1,067.6% | +628.8% |
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 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