+109.8%
TEM vs SIMO
+122.2%
-12.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.7% | +5.3% | +9.7% |
| 7D | +7.6% | -8.2% | +15.8% | +9.5% |
| 30D | +19.0% | -34.6% | +53.7% | +29.9% |
| 3M | +62.2% | -32.6% | +94.9% | +72.7% |
| 6M | +69.4% | -31.8% | +101.2% | +73.6% |
| YTD | +43.0% | +87.6% | -44.6% | -10.3% |
| 1Y | +18.0% | +86.7% | -68.7% | -25.9% |
| All | +109.8% | +122.2% | -12.4% | +7.8% |
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