+1,077.0%
TTMI vs SIMO
+515.6%
+561.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.2% | -3.2% | +0.9% |
| 7D | +12.2% | +14.6% | -2.5% | +7.2% |
| 30D | -5.7% | +6.2% | -11.9% | -7.6% |
| 3M | -27.5% | +3.6% | -31.0% | -28.3% |
| 6M | +47.1% | +130.8% | -83.6% | +11.2% |
| YTD | +87.5% | +195.8% | -108.3% | +29.5% |
| 1Y | +175.2% | +225.0% | -49.8% | +85.3% |
| 3Y | +901.9% | +452.3% | +449.6% | +470.1% |
| 5Y | +843.5% | +303.6% | +539.9% | +453.4% |
| 10Y | +1,077.0% | +528.8% | +548.2% | +472.2% |
| All | +1,077.0% | +515.6% | +561.3% | +472.2% |
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