+153.9%
TRV vs SIMO
+297.1%
-143.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -0.9% |
| 7D | +0.5% | +14.6% | -14.1% | +0.6% |
| 30D | -4.9% | +6.2% | -11.1% | -4.7% |
| 3M | +23.7% | +3.6% | +20.2% | +23.9% |
| 6M | +20.3% | +130.8% | -110.5% | +18.8% |
| YTD | +27.1% | +195.8% | -168.7% | +24.2% |
| 1Y | +35.3% | +225.0% | -189.7% | +31.6% |
| 3Y | +139.8% | +452.3% | -312.5% | +126.7% |
| 5Y | +153.9% | +303.6% | -149.7% | +144.2% |
| All | +153.9% | +297.1% | -143.3% | +144.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling