+80.5%
TSEM vs SIMO
+94.5%
-14.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -9.6% | +0.8% | -4.3% |
| 7D | -23.1% | -16.9% | -6.2% | -16.0% |
| 30D | -40.4% | -35.4% | -5.0% | -27.4% |
| 3M | -37.9% | -31.9% | -6.0% | -26.7% |
| 6M | -30.8% | -19.3% | -11.5% | -20.3% |
| YTD | +26.7% | +98.5% | -71.7% | +3.2% |
| 1Y | +80.5% | +100.5% | -20.0% | +45.8% |
| All | +80.5% | +94.5% | -14.0% | +45.8% |
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 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