+449.9%
TTMI vs SIMO
+436.4%
+13.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +5.7% | +7.6% | +11.1% |
| 7D | -1.6% | -8.2% | +6.5% | +2.3% |
| 30D | -37.7% | -34.6% | -3.1% | -25.7% |
| 3M | -45.1% | -32.6% | -12.5% | -35.2% |
| 6M | -52.1% | -31.8% | -20.3% | -43.5% |
| YTD | +9.2% | +87.6% | -78.4% | -9.3% |
| 1Y | +12.9% | +86.7% | -73.8% | -5.7% |
| 3Y | +445.5% | +227.4% | +218.0% | +279.5% |
| 5Y | +427.9% | +173.0% | +254.9% | +265.1% |
| 10Y | +449.9% | +409.6% | +40.2% | +196.3% |
| All | +449.9% | +436.4% | +13.5% | +196.3% |
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