+288.4%
TEL vs SIMO
+423.7%
-135.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.3% |
| 7D | +5.6% | +14.9% | -9.3% | +2.5% |
| 30D | +0.9% | -27.0% | +27.9% | +6.6% |
| 3M | +2.1% | -25.4% | +27.5% | +6.3% |
| 6M | +2.7% | -30.3% | +33.0% | +5.4% |
| YTD | -3.2% | +95.8% | -99.0% | -26.2% |
| 1Y | -10.6% | +100.0% | -110.6% | -32.2% |
| 3Y | +79.8% | +238.3% | -158.4% | +15.0% |
| 5Y | +43.3% | +187.6% | -144.3% | -9.5% |
| All | +288.4% | +423.7% | -135.3% | +91.3% |
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 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