+369.4%
TTMI vs SIMO
+214.6%
+154.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.7% | +4.8% |
| 7D | -19.8% | -22.0% | +2.2% | -8.8% |
| 30D | -48.1% | -43.0% | -5.1% | -30.7% |
| 3M | -51.2% | -39.1% | -12.1% | -37.1% |
| 6M | -59.6% | -33.3% | -26.3% | -49.5% |
| YTD | -3.6% | +77.0% | -80.6% | -23.5% |
| 1Y | -2.3% | +73.0% | -75.4% | -21.4% |
| 3Y | +369.4% | +215.7% | +153.7% | +164.5% |
| All | +369.4% | +214.6% | +154.8% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling