+440.1%
SIMO vs TPG
+78.9%
+361.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.0% | -0.4% | -3.1% |
| 7D | +12.5% | -11.8% | +24.4% | +17.3% |
| 30D | +18.4% | -6.3% | +24.7% | +20.3% |
| 3M | +5.6% | +13.6% | -8.0% | -0.4% |
| 6M | +116.9% | +13.8% | +103.1% | +102.6% |
| YTD | +188.4% | -23.7% | +212.1% | +214.0% |
| 1Y | +221.3% | -18.2% | +239.4% | +237.0% |
| All | +440.1% | +78.9% | +361.2% | +324.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling