+2,233.7%
SIMO vs TRMB
+459.7%
+1,774.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.1% | +4.6% | +5.2% |
| 7D | -8.2% | -17.0% | +8.8% | -0.7% |
| 30D | -34.6% | -9.0% | -25.6% | -32.2% |
| 3M | -32.6% | -8.1% | -24.5% | -30.8% |
| 6M | -31.8% | -10.1% | -21.8% | -30.7% |
| YTD | +87.6% | -30.2% | +117.8% | +110.9% |
| 1Y | +86.7% | -30.7% | +117.4% | +110.4% |
| 3Y | +227.4% | +32.6% | +194.8% | +175.9% |
| 5Y | +173.0% | -38.1% | +211.1% | +207.5% |
| 10Y | +409.6% | +98.9% | +310.7% | +214.0% |
| All | +2,233.7% | +459.7% | +1,774.0% | +732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling