+81.0%
TEL vs SIMO
+221.6%
-140.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | +0.2% |
| 7D | +4.5% | +4.1% | +0.4% | +3.8% |
| 30D | +2.9% | -24.0% | +26.9% | +6.7% |
| 3M | +1.1% | -31.8% | +32.9% | +5.9% |
| 6M | +5.0% | -36.9% | +41.9% | +9.1% |
| YTD | -3.9% | +84.8% | -88.7% | -25.6% |
| 1Y | -7.4% | +99.0% | -106.4% | -30.0% |
| 3Y | +81.0% | +217.9% | -137.0% | +13.2% |
| All | +81.0% | +221.6% | -140.6% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling