+550.5%
TTD vs SIMO
+434.7%
+115.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.7% | +9.8% | +14.0% |
| 7D | +19.0% | -8.5% | +27.4% | +21.2% |
| 30D | +23.6% | -34.8% | +58.4% | +36.1% |
| 3M | +8.2% | -32.8% | +41.0% | +14.9% |
| 6M | -35.3% | -32.0% | -3.3% | -35.7% |
| YTD | -60.7% | +87.0% | -147.7% | -75.0% |
| 1Y | -65.3% | +86.1% | -151.4% | -78.0% |
| 3Y | -80.6% | +226.4% | -307.0% | -90.9% |
| 5Y | -84.6% | +172.1% | -256.8% | -92.7% |
| 10Y | +550.5% | +408.0% | +142.5% | +107.9% |
| All | +550.5% | +434.7% | +115.9% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling