+2,397.7%
TT vs SIMO
+1,993.5%
+404.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.4% | +10.0% | -1.6% |
| 7D | -9.0% | -31.4% | +22.4% | -2.5% |
| 30D | -17.6% | -45.2% | +27.5% | -8.4% |
| 3M | -18.7% | -36.5% | +17.9% | -13.1% |
| 6M | -17.4% | -34.2% | +16.8% | -14.2% |
| YTD | +1.5% | +69.9% | -68.4% | -15.9% |
| 1Y | -9.4% | +60.4% | -69.8% | -24.2% |
| 3Y | +85.1% | +203.1% | -118.1% | +32.3% |
| 5Y | +125.7% | +145.4% | -19.7% | +61.6% |
| 10Y | +757.3% | +368.9% | +388.4% | +400.6% |
| All | +2,397.7% | +1,993.5% | +404.2% | +621.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling