-4.5%
TT vs SIMO
+94.5%
-99.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.6% | +7.9% | -0.9% |
| 7D | -8.5% | -16.9% | +8.4% | -7.2% |
| 30D | -12.8% | -35.4% | +22.6% | -10.1% |
| 3M | -12.9% | -31.9% | +19.0% | -10.8% |
| 6M | -15.2% | -19.3% | +4.1% | -13.7% |
| YTD | +6.2% | +98.5% | -92.3% | +1.7% |
| 1Y | -4.5% | +100.5% | -105.0% | -9.1% |
| All | -4.5% | +94.5% | -99.0% | -9.1% |
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 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