+31.2%
TSM vs SIMO
+67.0%
-35.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.2% | +5.4% |
| 7D | -7.6% | -22.0% | +14.4% | -2.7% |
| 30D | -20.5% | -43.0% | +22.6% | -11.4% |
| 3M | -10.0% | -39.1% | +29.2% | -1.7% |
| 6M | -10.1% | -33.3% | +23.2% | -3.1% |
| YTD | +24.5% | +77.0% | -52.5% | +10.1% |
| 1Y | +31.2% | +73.0% | -41.8% | +17.1% |
| All | +31.2% | +67.0% | -35.8% | +17.1% |
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 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