+295.3%
TEL vs SIMO
+588.4%
-293.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.6% |
| 7D | +1.2% | +14.5% | -13.3% | -1.8% |
| 30D | -4.1% | +20.4% | -24.5% | -8.2% |
| 3M | -2.6% | +7.1% | -9.7% | -6.5% |
| 6M | 0.0% | +129.2% | -129.2% | -22.6% |
| YTD | -9.1% | +201.9% | -211.0% | -35.3% |
| 1Y | -0.8% | +235.5% | -236.3% | -31.6% |
| 3Y | +67.4% | +463.8% | -396.5% | -1.8% |
| 5Y | +51.8% | +306.7% | -254.9% | -8.0% |
| All | +295.3% | +588.4% | -293.1% | +86.5% |
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