+373.1%
TSM vs SIMO
+418.6%
-45.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +0.2% |
| 7D | +2.7% | +4.2% | -1.5% | +1.3% |
| 30D | +3.6% | +4.1% | -0.5% | +1.3% |
| 3M | -3.4% | -12.9% | +9.5% | -1.5% |
| 6M | +20.6% | +110.3% | -89.7% | -13.2% |
| YTD | +41.9% | +178.6% | -136.7% | -13.4% |
| 1Y | +84.4% | +220.0% | -135.6% | +3.2% |
| All | +373.1% | +418.6% | -45.5% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling