+407.5%
SIMO vs TRGP
+762.8%
-355.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -2.3% |
| 7D | -16.0% | -5.8% | -10.3% | -15.0% |
| 30D | -35.8% | -1.5% | -34.3% | -35.4% |
| 3M | -26.5% | +6.1% | -32.6% | -27.1% |
| 6M | -33.0% | +14.4% | -47.4% | -34.5% |
| YTD | +84.3% | +55.3% | +29.0% | +70.2% |
| 1Y | +82.0% | +69.1% | +12.9% | +65.4% |
| 3Y | +218.5% | +254.3% | -35.8% | +154.6% |
| 5Y | +175.0% | +471.4% | -296.4% | +100.4% |
| 10Y | +407.5% | +773.0% | -365.5% | +216.7% |
| All | +407.5% | +762.8% | -355.3% | +216.7% |
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