+217.9%
SIMO vs TRMB
+34.0%
+184.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +4.1% | +2.8% | +1.3% | +3.2% |
| 30D | -24.0% | -5.9% | -18.1% | -22.4% |
| 3M | -31.8% | -3.3% | -28.5% | -31.3% |
| 6M | -36.9% | +1.3% | -38.2% | -38.4% |
| YTD | +84.8% | -29.0% | +113.8% | +116.4% |
| 1Y | +99.0% | -27.8% | +126.8% | +130.4% |
| 3Y | +217.9% | +36.3% | +181.6% | +192.8% |
| All | +217.9% | +34.0% | +184.0% | +192.8% |
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