+5,678.2%
SIMO vs TRGP
+2,035.2%
+3,643.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.8% | +4.7% |
| 7D | -22.0% | -16.0% | -6.0% | -18.9% |
| 30D | -43.0% | -6.4% | -36.6% | -42.1% |
| 3M | -39.1% | -1.0% | -38.2% | -39.0% |
| 6M | -33.3% | +7.0% | -40.3% | -34.1% |
| YTD | +77.0% | +46.1% | +30.9% | +63.2% |
| 1Y | +73.0% | +58.7% | +14.3% | +56.7% |
| 3Y | +215.7% | +221.9% | -6.2% | +146.0% |
| 5Y | +155.6% | +419.9% | -264.2% | +77.5% |
| 10Y | +388.4% | +769.8% | -381.4% | +160.4% |
| All | +5,678.2% | +2,035.2% | +3,643.0% | +1,231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling