-24.4%
TEM vs SIMO
+234.0%
-258.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -4.9% |
| 7D | -1.1% | +14.5% | -15.6% | -2.7% |
| 30D | +11.3% | +20.4% | -9.1% | +8.7% |
| 3M | +25.5% | +7.1% | +18.4% | +22.6% |
| 6M | +17.1% | +129.2% | -112.1% | -4.7% |
| YTD | +3.8% | +201.9% | -198.2% | -29.8% |
| 1Y | -24.4% | +235.5% | -259.9% | -52.2% |
| All | -24.4% | +234.0% | -258.3% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling