+9,309.8%
TSM vs SIMO
+3,332.4%
+5,977.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.7% | -5.8% | +0.9% |
| 7D | +2.7% | +4.2% | -1.5% | +1.7% |
| 30D | +3.6% | +4.1% | -0.5% | +1.9% |
| 3M | -3.4% | -12.9% | +9.5% | -1.9% |
| 6M | +20.6% | +110.3% | -89.7% | -2.7% |
| YTD | +41.9% | +178.6% | -136.7% | +6.2% |
| 1Y | +84.4% | +220.0% | -135.6% | +33.3% |
| 3Y | +380.2% | +409.0% | -28.8% | +211.2% |
| 5Y | +275.3% | +277.3% | -2.0% | +150.9% |
| 10Y | +1,751.4% | +506.6% | +1,244.8% | +967.9% |
| All | +9,309.8% | +3,332.4% | +5,977.4% | +2,919.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling