+683.8%
TEL vs SIMO
+1,397.9%
-714.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -2.2% |
| 7D | +3.0% | +4.2% | -1.3% | +1.9% |
| 30D | -3.9% | +4.1% | -8.0% | -5.4% |
| 3M | -5.1% | -12.9% | +7.8% | -5.0% |
| 6M | +0.6% | +110.3% | -109.7% | -19.3% |
| YTD | -7.3% | +178.6% | -185.9% | -30.8% |
| 1Y | +1.1% | +220.0% | -218.9% | -27.1% |
| 3Y | +63.7% | +409.0% | -345.3% | +4.2% |
| 5Y | +50.7% | +277.3% | -226.7% | -1.7% |
| 10Y | +290.2% | +506.6% | -216.4% | +116.2% |
| All | +683.8% | +1,397.9% | -714.0% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling