+3,365.1%
SIMO vs TRMB
+508.7%
+2,856.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +9.2% |
| 7D | +4.2% | -2.5% | +6.8% | +5.3% |
| 30D | +4.1% | +1.5% | +2.6% | +3.0% |
| 3M | -12.9% | +6.8% | -19.6% | -17.0% |
| 6M | +110.3% | -14.9% | +125.3% | +119.7% |
| YTD | +178.6% | -24.1% | +202.7% | +203.8% |
| 1Y | +220.0% | -25.4% | +245.4% | +252.5% |
| 3Y | +409.0% | +8.0% | +401.0% | +368.4% |
| 5Y | +277.3% | -37.3% | +314.6% | +325.0% |
| 10Y | +506.6% | +116.8% | +389.8% | +261.3% |
| All | +3,365.1% | +508.7% | +2,856.4% | +1,098.8% |
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 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