+273.1%
TSM vs SIMO
+269.6%
+3.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +0.4% |
| 7D | +2.7% | +4.2% | -1.5% | +1.4% |
| 30D | +3.6% | +4.1% | -0.5% | +1.5% |
| 3M | -3.4% | -12.9% | +9.5% | -1.6% |
| 6M | +20.6% | +110.3% | -89.7% | -9.6% |
| YTD | +41.9% | +178.6% | -136.7% | -5.6% |
| 1Y | +84.4% | +220.0% | -135.6% | +15.9% |
| 3Y | +380.2% | +409.0% | -28.8% | +154.6% |
| All | +273.1% | +269.6% | +3.6% | +116.0% |
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