+295.2%
TEL vs SIMO
+557.5%
-262.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.9% |
| 7D | -2.3% | +12.5% | -14.8% | -4.8% |
| 30D | -6.1% | +18.4% | -24.5% | -9.8% |
| 3M | +1.7% | +5.6% | -3.9% | -2.3% |
| 6M | +1.6% | +116.9% | -115.3% | -20.5% |
| YTD | -9.1% | +188.4% | -197.5% | -34.7% |
| 1Y | -1.7% | +221.3% | -222.9% | -31.6% |
| 3Y | +67.3% | +438.6% | -371.2% | -0.9% |
| 5Y | +52.1% | +287.9% | -235.8% | -6.9% |
| All | +295.2% | +557.5% | -262.3% | +88.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling