+2,013.4%
SIMO vs TRMB
+449.0%
+1,564.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.1% | -13.3% | -13.9% |
| 7D | -31.4% | -17.9% | -13.5% | -25.5% |
| 30D | -45.2% | -12.0% | -33.2% | -42.3% |
| 3M | -36.5% | -8.4% | -28.1% | -34.8% |
| 6M | -34.2% | -21.5% | -12.6% | -29.2% |
| YTD | +69.9% | -31.5% | +101.4% | +92.5% |
| 1Y | +60.4% | -33.4% | +93.8% | +84.0% |
| 3Y | +203.1% | +26.5% | +176.7% | +160.6% |
| 5Y | +145.4% | -37.9% | +183.3% | +175.6% |
| 10Y | +368.9% | +107.3% | +261.5% | +183.1% |
| All | +2,013.4% | +449.0% | +1,564.4% | +659.6% |
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