+1,569.5%
TRV vs SIMO
+2,312.3%
-742.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | +0.1% | +14.9% | -14.8% | -1.2% |
| 30D | +8.0% | -27.0% | +35.0% | +10.3% |
| 3M | +9.3% | -25.4% | +34.7% | +10.7% |
| 6M | +36.2% | -30.3% | +66.5% | +36.7% |
| YTD | +40.6% | +95.8% | -55.2% | +24.8% |
| 1Y | +43.1% | +100.0% | -57.0% | +26.6% |
| 3Y | +149.6% | +238.3% | -88.7% | +104.8% |
| 5Y | +181.6% | +187.6% | -5.9% | +129.3% |
| 10Y | +352.5% | +422.5% | -70.0% | +231.2% |
| All | +1,569.5% | +2,312.3% | -742.8% | +713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling