+127.9%
TT vs SIMO
+154.7%
-26.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.8% | +1.8% |
| 7D | -2.0% | -22.0% | +20.0% | +1.0% |
| 30D | -14.0% | -43.0% | +29.0% | -8.0% |
| 3M | -15.9% | -39.1% | +23.3% | -11.3% |
| 6M | -17.3% | -33.3% | +16.0% | -14.9% |
| YTD | +4.0% | +77.0% | -73.0% | -10.4% |
| 1Y | -7.1% | +73.0% | -80.1% | -19.7% |
| 3Y | +90.2% | +215.7% | -125.5% | +44.5% |
| All | +127.9% | +154.7% | -26.8% | +73.4% |
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