+236.4%
TSM vs SIMO
+154.7%
+81.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.2% | +2.2% | +5.1% |
| 7D | -7.6% | -22.0% | +14.4% | -0.9% |
| 30D | -20.5% | -43.0% | +22.6% | -7.4% |
| 3M | -10.0% | -39.1% | +29.2% | +1.4% |
| 6M | -10.1% | -33.3% | +23.2% | -3.2% |
| YTD | +24.5% | +77.0% | -52.5% | -7.2% |
| 1Y | +31.2% | +73.0% | -41.8% | -1.5% |
| 3Y | +322.0% | +215.7% | +106.3% | +151.7% |
| All | +236.4% | +154.7% | +81.7% | +108.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling