+388.8%
SIMO vs TRGP
+822.5%
-433.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.7% |
| 7D | +4.1% | +12.4% | -8.3% | +1.9% |
| 30D | -24.0% | +2.6% | -26.6% | -24.1% |
| 3M | -31.8% | +11.9% | -43.6% | -33.0% |
| 6M | -36.9% | +13.9% | -50.8% | -38.3% |
| YTD | +84.8% | +64.2% | +20.6% | +68.9% |
| 1Y | +99.0% | +78.5% | +20.5% | +79.1% |
| 3Y | +217.9% | +272.9% | -55.0% | +151.8% |
| 5Y | +171.5% | +510.7% | -339.3% | +95.5% |
| All | +388.8% | +822.5% | -433.7% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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