+724.3%
TEL vs SIMO
+977.1%
-252.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | -1.0% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | +1.0% | -25.4% | +26.4% | +6.2% |
| 3M | +0.7% | -17.8% | +18.5% | +2.7% |
| 6M | +7.3% | -29.6% | +36.8% | +10.0% |
| YTD | -2.5% | +100.3% | -102.8% | -23.4% |
| 1Y | -10.3% | +100.4% | -110.6% | -29.4% |
| 3Y | +81.1% | +246.1% | -165.0% | +23.1% |
| 5Y | +45.3% | +189.8% | -144.5% | -1.5% |
| 10Y | +290.3% | +434.6% | -144.3% | +119.4% |
| All | +724.3% | +977.1% | -252.8% | +135.5% |
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