-85.4%
TTD vs SIMO
+154.7%
-240.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | +0.3% |
| 7D | +5.2% | -22.0% | +27.2% | +9.0% |
| 30D | +6.9% | -43.0% | +50.0% | +16.1% |
| 3M | -26.8% | -39.1% | +12.3% | -22.5% |
| 6M | -46.1% | -33.3% | -12.9% | -46.8% |
| YTD | -65.9% | +77.0% | -142.9% | -76.2% |
| 1Y | -71.8% | +73.0% | -144.8% | -80.2% |
| 3Y | -83.3% | +215.7% | -299.0% | -91.2% |
| All | -85.4% | +154.7% | -240.1% | -91.9% |
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