+934.2%
TTMI vs SIMO
+2,368.1%
-1,433.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.7% | +0.3% | +6.4% |
| 7D | +7.2% | +0.9% | +6.3% | +7.6% |
| 30D | -28.7% | -25.4% | -3.3% | -20.8% |
| 3M | -39.8% | -17.8% | -22.0% | -34.9% |
| 6M | -51.7% | -29.6% | -22.2% | -45.3% |
| YTD | +14.1% | +100.3% | -86.3% | -5.6% |
| 1Y | +16.0% | +100.4% | -84.4% | -3.7% |
| 3Y | +452.7% | +246.1% | +206.6% | +292.9% |
| 5Y | +451.5% | +189.8% | +261.7% | +290.4% |
| 10Y | +443.1% | +434.6% | +8.5% | +208.1% |
| All | +934.2% | +2,368.1% | -1,433.9% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling