+59.7%
TEM vs SIMO
+250.2%
-190.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.9% |
| 7D | +3.2% | +14.6% | -11.4% | -0.1% |
| 30D | +23.5% | +6.2% | +17.3% | +20.9% |
| 3M | +32.3% | +3.6% | +28.8% | +27.1% |
| 6M | +23.0% | +130.8% | -107.8% | -15.5% |
| YTD | +8.9% | +195.8% | -186.9% | -37.2% |
| 1Y | -19.9% | +225.0% | -244.9% | -56.6% |
| All | +59.7% | +250.2% | -190.5% | -24.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling