+293.8%
TRV vs SIMO
+557.5%
-263.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.8% |
| 7D | -1.5% | +12.5% | -14.0% | -2.1% |
| 30D | -1.8% | +18.4% | -20.2% | -2.8% |
| 3M | +21.6% | +5.6% | +16.0% | +20.2% |
| 6M | +22.5% | +116.9% | -94.5% | +13.1% |
| YTD | +28.1% | +188.4% | -160.3% | +14.6% |
| 1Y | +37.0% | +221.3% | -184.2% | +20.7% |
| 3Y | +141.9% | +438.6% | -296.7% | +98.1% |
| 5Y | +158.5% | +287.9% | -129.4% | +114.0% |
| All | +293.8% | +557.5% | -263.7% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling