-65.5%
TTD vs SIMO
+80.3%
-145.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +5.7% | +9.8% | +15.6% |
| 7D | +19.0% | -8.5% | +27.4% | +18.6% |
| 30D | +23.6% | -34.8% | +58.4% | +22.2% |
| 3M | +8.2% | -32.8% | +41.0% | +7.0% |
| 6M | -35.3% | -32.0% | -3.3% | -36.7% |
| YTD | -60.7% | +87.0% | -147.7% | -65.3% |
| All | -65.5% | +80.3% | -145.8% | -69.3% |
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