-73.1%
TTD vs SIMO
+235.9%
-308.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.2% | -9.0% | -2.9% |
| 7D | +1.7% | +14.6% | -12.9% | +1.7% |
| 30D | +1.6% | +6.2% | -4.6% | +1.5% |
| 3M | -27.8% | +3.6% | -31.4% | -28.2% |
| 6M | -52.1% | +130.8% | -182.9% | -57.6% |
| YTD | -63.1% | +195.8% | -258.8% | -68.6% |
| 1Y | -73.1% | +225.0% | -298.1% | -77.3% |
| All | -73.1% | +235.9% | -308.9% | -77.3% |
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