+246.4%
SIMO vs TPG
+74.1%
+172.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.8% |
| 7D | +11.0% | -9.4% | +20.5% | +14.1% |
| 30D | +17.9% | -5.3% | +23.1% | +19.2% |
| 3M | +3.9% | +12.9% | -9.0% | -0.6% |
| 6M | +131.0% | +20.1% | +110.9% | +115.4% |
| YTD | +209.3% | -22.5% | +231.8% | +228.2% |
| 1Y | +223.8% | -19.7% | +243.4% | +238.4% |
| 3Y | +479.2% | +81.2% | +398.0% | +385.3% |
| All | +246.4% | +74.1% | +172.3% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling