+1.5%
TT vs SIMO
+90.9%
-89.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.9% |
| 7D | +4.0% | +4.1% | -0.1% | +3.6% |
| 30D | -11.3% | -24.0% | +12.7% | -9.6% |
| 3M | -12.3% | -31.8% | +19.5% | -10.1% |
| 6M | -10.8% | -36.9% | +26.0% | -8.2% |
| YTD | +8.2% | +84.8% | -76.7% | +5.7% |
| 1Y | +1.5% | +99.0% | -97.5% | -3.1% |
| All | +1.5% | +90.9% | -89.4% | -3.1% |
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