-72.0%
TTD vs SIMO
+94.5%
-166.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +2.6% |
| 7D | +3.7% | -16.9% | +20.6% | +3.2% |
| 30D | +10.4% | -35.4% | +45.8% | +9.5% |
| 3M | -31.6% | -31.9% | +0.3% | -32.0% |
| 6M | -45.1% | -19.3% | -25.8% | -47.0% |
| YTD | -65.1% | +98.5% | -163.6% | -70.2% |
| 1Y | -72.0% | +100.5% | -172.5% | -76.1% |
| All | -72.0% | +94.5% | -166.5% | -76.1% |
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