+9.2%
TT vs SIMO
+226.2%
-217.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | 0.0% |
| 7D | -0.2% | +4.2% | -4.5% | -0.6% |
| 30D | -7.4% | +4.1% | -11.5% | -7.8% |
| 3M | -3.2% | -12.9% | +9.7% | -2.6% |
| 6M | +1.1% | +110.3% | -109.2% | -4.6% |
| YTD | +15.6% | +178.6% | -163.0% | +6.0% |
| 1Y | +9.2% | +220.0% | -210.8% | -0.8% |
| All | +9.2% | +226.2% | -217.1% | -0.8% |
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