+287.4%
TEL vs SIMO
+409.2%
-121.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | -0.1% |
| 7D | -0.9% | -16.0% | +15.1% | +2.5% |
| 30D | -0.2% | -35.8% | +35.5% | +8.3% |
| 3M | +2.0% | -26.5% | +28.5% | +6.5% |
| 6M | +6.4% | -33.0% | +39.4% | +10.1% |
| YTD | -3.2% | +84.3% | -87.6% | -25.2% |
| 1Y | -11.2% | +82.0% | -93.1% | -31.0% |
| 3Y | +79.8% | +218.5% | -138.7% | +16.5% |
| 5Y | +46.6% | +175.0% | -128.5% | -6.6% |
| All | +287.4% | +409.2% | -121.8% | +93.2% |
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 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