-80.8%
TTD vs SIMO
+269.6%
-350.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.7% | -13.1% | -6.1% |
| 7D | +6.3% | +4.2% | +2.1% | +5.3% |
| 30D | -23.9% | +4.1% | -28.0% | -25.1% |
| 3M | -31.4% | -12.9% | -18.5% | -31.6% |
| 6M | -42.7% | +110.3% | -153.0% | -57.6% |
| YTD | -62.0% | +178.6% | -240.6% | -75.0% |
| 1Y | -72.2% | +220.0% | -292.2% | -82.9% |
| 3Y | -81.9% | +409.0% | -491.0% | -91.2% |
| All | -80.8% | +269.6% | -350.4% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling