+849.8%
TSEM vs SIMO
+395.4%
+454.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.4% |
| 7D | -9.5% | -16.0% | +6.5% | -2.4% |
| 30D | -35.5% | -35.8% | +0.3% | -22.4% |
| 3M | -41.6% | -26.5% | -15.1% | -33.6% |
| 6M | -30.1% | -33.0% | +3.0% | -17.2% |
| YTD | +25.7% | +84.3% | -58.6% | -2.7% |
| 1Y | +50.5% | +82.0% | -31.5% | +17.2% |
| 3Y | +501.7% | +218.5% | +283.2% | +274.0% |
| 5Y | +310.9% | +175.0% | +135.9% | +150.2% |
| 10Y | +849.8% | +407.5% | +442.3% | +324.3% |
| All | +849.8% | +395.4% | +454.4% | +324.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling