+35.7%
TSM vs SIMO
+77.7%
-42.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.8% | +2.4% |
| 7D | -2.1% | -16.0% | +14.0% | +1.6% |
| 30D | -12.5% | -35.8% | +23.2% | -4.9% |
| 3M | -5.0% | -26.5% | +21.5% | +0.1% |
| 6M | -3.2% | -33.0% | +29.8% | +3.7% |
| YTD | +31.5% | +84.3% | -52.8% | +15.5% |
| 1Y | +35.7% | +82.0% | -46.3% | +19.6% |
| All | +35.7% | +77.7% | -42.0% | +19.6% |
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