+1.1%
TEL vs SIMO
+226.2%
-225.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.1% |
| 7D | +3.0% | +4.2% | -1.3% | +2.5% |
| 30D | -3.9% | +4.1% | -8.0% | -4.5% |
| 3M | -5.1% | -12.9% | +7.8% | -4.6% |
| 6M | +0.6% | +110.3% | -109.7% | -11.8% |
| YTD | -7.3% | +178.6% | -185.9% | -24.9% |
| 1Y | +1.1% | +220.0% | -218.9% | -19.4% |
| All | +1.1% | +226.2% | -225.1% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling