+411.3%
TTMI vs SIMO
+423.7%
-12.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.2% |
| 7D | +22.6% | +14.9% | +7.7% | +16.7% |
| 30D | -34.3% | -27.0% | -7.3% | -24.6% |
| 3M | -44.8% | -25.4% | -19.4% | -37.0% |
| 6M | -53.3% | -30.3% | -23.0% | -45.5% |
| YTD | +10.6% | +95.8% | -85.2% | -9.5% |
| 1Y | +8.2% | +100.0% | -91.8% | -11.6% |
| 3Y | +435.7% | +238.3% | +197.4% | +268.4% |
| 5Y | +434.2% | +187.6% | +246.6% | +263.4% |
| All | +411.3% | +423.7% | -12.5% | +167.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling