+379.4%
TTD vs SIMO
+543.9%
-164.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +8.7% | -13.1% | -6.8% |
| 7D | +6.3% | +4.2% | +2.1% | +4.8% |
| 30D | -23.9% | +4.1% | -28.0% | -25.7% |
| 3M | -31.4% | -12.9% | -18.5% | -32.1% |
| 6M | -42.7% | +110.3% | -153.0% | -61.0% |
| YTD | -62.0% | +178.6% | -240.6% | -77.4% |
| 1Y | -72.2% | +220.0% | -292.2% | -84.6% |
| 3Y | -81.9% | +409.0% | -491.0% | -92.2% |
| 5Y | -81.5% | +277.3% | -358.9% | -91.5% |
| All | +379.4% | +543.9% | -164.5% | +56.4% |
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