+366.4%
TTMI vs SIMO
+154.7%
+211.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.7% | +5.2% |
| 7D | -19.8% | -22.0% | +2.2% | -10.9% |
| 30D | -48.1% | -43.0% | -5.1% | -34.1% |
| 3M | -51.2% | -39.1% | -12.1% | -39.8% |
| 6M | -59.6% | -33.3% | -26.3% | -51.2% |
| YTD | -3.6% | +77.0% | -80.6% | -16.0% |
| 1Y | -2.3% | +73.0% | -75.4% | -14.1% |
| 3Y | +369.4% | +215.7% | +153.7% | +248.1% |
| All | +366.4% | +154.7% | +211.7% | +261.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling