+10.7%
TTMI vs SIMO
+94.5%
-83.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.6% | -0.5% | -5.3% |
| 7D | -19.2% | -16.9% | -2.3% | -11.4% |
| 30D | -44.9% | -35.4% | -9.5% | -31.0% |
| 3M | -44.7% | -31.9% | -12.9% | -33.0% |
| 6M | -53.4% | -19.3% | -34.1% | -45.0% |
| YTD | +6.3% | +98.5% | -92.1% | -19.3% |
| 1Y | +10.7% | +100.5% | -89.8% | -17.6% |
| All | +10.7% | +94.5% | -83.8% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling