+500.3%
TTD vs SIMO
+423.7%
+76.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.6% |
| 7D | +20.8% | +14.9% | +5.9% | +16.6% |
| 30D | +27.1% | -27.0% | +54.1% | +35.8% |
| 3M | +14.7% | -25.4% | +40.1% | +18.5% |
| 6M | -26.8% | -30.3% | +3.4% | -27.6% |
| YTD | -59.2% | +95.8% | -155.0% | -74.4% |
| 1Y | -64.7% | +100.0% | -164.7% | -78.1% |
| 3Y | -75.8% | +238.3% | -314.1% | -88.7% |
| 5Y | -84.6% | +187.6% | -272.1% | -92.8% |
| All | +500.3% | +423.7% | +76.6% | +96.4% |
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 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