+91.9%
TT vs SIMO
+220.9%
-129.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | +0.8% | -16.0% | +16.8% | +3.1% |
| 30D | -11.8% | -35.8% | +24.0% | -6.9% |
| 3M | -11.6% | -26.5% | +14.9% | -8.9% |
| 6M | -9.3% | -33.0% | +23.7% | -6.6% |
| YTD | +8.9% | +84.3% | -75.5% | -9.6% |
| 1Y | -2.2% | +82.0% | -84.2% | -18.7% |
| 3Y | +91.9% | +218.5% | -126.6% | +27.8% |
| All | +91.9% | +220.9% | -129.0% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling