-59.6%
TTMI vs SIMO
-29.1%
-30.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.2% | +2.7% | +3.7% |
| 7D | -19.8% | -22.0% | +2.2% | -3.0% |
| 30D | -48.1% | -43.0% | -5.1% | -20.5% |
| 3M | -51.2% | -39.1% | -12.1% | -29.7% |
| 6M | -59.6% | -33.3% | -26.3% | -46.4% |
| All | -59.6% | -29.1% | -30.5% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling