+852.7%
TSEM vs SIMO
+423.7%
+429.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | +0.3% |
| 7D | +20.5% | +14.9% | +5.6% | +14.0% |
| 30D | -29.0% | -27.0% | -2.0% | -18.9% |
| 3M | -39.4% | -25.4% | -14.0% | -31.5% |
| 6M | -28.5% | -30.3% | +1.7% | -16.9% |
| YTD | +34.4% | +95.8% | -61.3% | +1.6% |
| 1Y | +48.3% | +100.0% | -51.7% | +11.5% |
| 3Y | +543.5% | +238.3% | +305.3% | +290.6% |
| 5Y | +331.4% | +187.6% | +143.9% | +158.2% |
| All | +852.7% | +423.7% | +429.0% | +327.9% |
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