-0.8%
TEL vs SIMO
+234.0%
-234.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.3% |
| 7D | +1.2% | +14.5% | -13.3% | -0.1% |
| 30D | -4.1% | +20.4% | -24.5% | -5.8% |
| 3M | -2.6% | +7.1% | -9.7% | -4.1% |
| 6M | 0.0% | +129.2% | -129.2% | -13.2% |
| YTD | -9.1% | +201.9% | -211.0% | -27.0% |
| 1Y | -0.8% | +235.5% | -236.3% | -22.0% |
| All | -0.8% | +234.0% | -234.8% | -22.0% |
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