+77.9%
TEM vs SIMO
+118.9%
-41.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.6% | -0.1% | -4.3% |
| 7D | -5.9% | +4.1% | -10.0% | -6.7% |
| 30D | +4.8% | -24.0% | +28.8% | +10.8% |
| 3M | +31.9% | -31.8% | +63.6% | +40.5% |
| 6M | +56.0% | -36.9% | +92.9% | +63.5% |
| YTD | +21.3% | +84.8% | -63.6% | -23.7% |
| 1Y | +5.4% | +99.0% | -93.6% | -36.5% |
| All | +77.9% | +118.9% | -41.0% | -8.3% |
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