-83.3%
TTD vs SIMO
+214.6%
-297.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | +0.6% |
| 7D | +5.2% | -22.0% | +27.2% | +6.9% |
| 30D | +6.9% | -43.0% | +50.0% | +11.2% |
| 3M | -26.8% | -39.1% | +12.3% | -24.8% |
| 6M | -46.1% | -33.3% | -12.9% | -47.1% |
| YTD | -65.9% | +77.0% | -142.9% | -74.6% |
| 1Y | -71.8% | +73.0% | -144.8% | -78.9% |
| 3Y | -83.3% | +215.7% | -299.0% | -90.0% |
| All | -83.3% | +214.6% | -297.9% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling