+329.6%
TTD vs SIMO
+309.0%
+20.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.2% | -0.1% |
| 7D | +5.2% | -22.0% | +27.2% | +11.4% |
| 30D | +6.9% | -43.0% | +50.0% | +21.7% |
| 3M | -26.8% | -39.1% | +12.3% | -20.0% |
| 6M | -46.1% | -33.3% | -12.9% | -46.5% |
| YTD | -65.9% | +77.0% | -142.9% | -78.0% |
| 1Y | -71.8% | +73.0% | -144.8% | -81.7% |
| 3Y | -83.3% | +215.7% | -299.0% | -92.1% |
| 5Y | -81.1% | +155.6% | -236.8% | -90.8% |
| 10Y | +441.7% | +388.4% | +53.3% | +81.3% |
| All | +329.6% | +309.0% | +20.5% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling