+741.5%
TT vs SIMO
+453.3%
+288.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | -0.4% |
| 7D | +3.5% | +0.9% | +2.6% | +3.2% |
| 30D | -11.0% | -25.4% | +14.4% | -7.4% |
| 3M | -12.0% | -17.8% | +5.7% | -10.6% |
| 6M | -10.4% | -29.6% | +19.1% | -8.3% |
| YTD | +9.9% | +100.3% | -90.4% | -9.7% |
| 1Y | +1.5% | +100.4% | -98.9% | -16.8% |
| 3Y | +93.7% | +246.1% | -152.4% | +38.9% |
| 5Y | +139.2% | +189.8% | -50.6% | +70.6% |
| 10Y | +741.5% | +434.6% | +306.9% | +383.5% |
| All | +741.5% | +453.3% | +288.2% | +383.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling