+67.6%
TEL vs SIMO
+462.5%
-394.9%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -7.9% | -2.7% |
| 7D | -1.4% | +14.6% | -16.1% | -3.7% |
| 30D | -4.9% | +6.2% | -11.1% | -6.1% |
| 3M | +0.1% | +3.6% | -3.5% | -2.4% |
| 6M | +0.4% | +130.8% | -130.4% | -20.5% |
| YTD | -8.9% | +195.8% | -204.7% | -33.9% |
| 1Y | -0.3% | +225.0% | -225.3% | -30.3% |
| 3Y | +67.6% | +452.3% | -384.7% | -5.7% |
| All | +67.6% | +462.5% | -394.9% | -5.7% |
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