+156.7%
SIMO vs TRGP
+415.2%
-258.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.8% | +4.9% |
| 7D | -22.0% | -16.0% | -6.0% | -18.0% |
| 30D | -43.0% | -6.4% | -36.6% | -41.7% |
| 3M | -39.1% | -1.0% | -38.2% | -38.7% |
| 6M | -33.3% | +7.0% | -40.3% | -34.0% |
| YTD | +77.0% | +46.1% | +30.9% | +61.4% |
| 1Y | +73.0% | +58.7% | +14.3% | +54.3% |
| 3Y | +215.7% | +221.9% | -6.2% | +141.9% |
| All | +156.7% | +415.2% | -258.4% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling