+146.0%
TT vs SIMO
+269.6%
-123.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -0.3% |
| 7D | 0.0% | +4.2% | -4.2% | -0.6% |
| 30D | -7.2% | +4.1% | -11.2% | -8.0% |
| 3M | -3.0% | -12.9% | +9.9% | -2.4% |
| 6M | +1.4% | +110.3% | -109.0% | -12.1% |
| YTD | +15.9% | +178.6% | -162.7% | -5.1% |
| 1Y | +9.4% | +220.0% | -210.6% | -13.1% |
| 3Y | +124.4% | +409.0% | -284.7% | +61.5% |
| All | +146.0% | +269.6% | -123.5% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling