+419.3%
SIMO vs TRMB
+13.5%
+405.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.0% |
| 7D | +4.2% | -2.5% | +6.8% | +5.0% |
| 30D | +4.1% | +1.5% | +2.6% | +3.3% |
| 3M | -12.9% | +6.8% | -19.6% | -15.6% |
| 6M | +110.3% | -14.9% | +125.3% | +124.8% |
| YTD | +178.6% | -24.1% | +202.7% | +214.2% |
| 1Y | +220.0% | -25.4% | +245.4% | +265.1% |
| All | +419.3% | +13.5% | +405.9% | +409.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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