+60.5%
TEM vs SIMO
+229.9%
-169.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -2.1% |
| 7D | +0.9% | +4.2% | -3.3% | -0.2% |
| 30D | +38.4% | +4.1% | +34.3% | +35.5% |
| 3M | +23.7% | -12.9% | +36.5% | +24.5% |
| 6M | +26.0% | +110.3% | -84.4% | -10.9% |
| YTD | +9.4% | +178.6% | -169.1% | -36.0% |
| 1Y | -17.3% | +220.0% | -237.3% | -55.7% |
| All | +60.5% | +229.9% | -169.3% | -23.1% |
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