+8.2%
TTMI vs SIMO
+92.3%
-84.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -1.9% |
| 7D | +22.6% | +14.9% | +7.7% | +14.5% |
| 30D | -34.3% | -27.0% | -7.3% | -21.6% |
| 3M | -44.8% | -25.4% | -19.4% | -34.5% |
| 6M | -53.3% | -30.3% | -23.0% | -42.6% |
| YTD | +10.6% | +95.8% | -85.2% | -14.6% |
| 1Y | +8.2% | +100.0% | -91.8% | -19.3% |
| All | +8.2% | +92.3% | -84.1% | -19.3% |
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 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