+558.1%
TTD vs SIMO
+395.4%
+162.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +3.7% |
| 7D | +19.9% | -16.0% | +35.9% | +25.0% |
| 30D | +27.6% | -35.8% | +63.4% | +41.1% |
| 3M | +15.2% | -26.5% | +41.6% | +19.2% |
| 6M | -33.2% | -33.0% | -0.2% | -33.4% |
| YTD | -59.4% | +84.3% | -143.7% | -74.1% |
| 1Y | -64.4% | +82.0% | -146.3% | -77.2% |
| 3Y | -75.9% | +218.5% | -294.4% | -88.6% |
| 5Y | -82.6% | +175.0% | -257.6% | -91.8% |
| 10Y | +558.1% | +407.5% | +150.6% | +108.5% |
| All | +558.1% | +395.4% | +162.7% | +108.5% |
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