+239.0%
TSEM vs SIMO
+235.9%
+3.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -3.7% |
| 7D | +10.4% | +14.6% | -4.2% | +4.3% |
| 30D | -12.9% | +6.2% | -19.1% | -15.5% |
| 3M | -9.2% | +3.6% | -12.7% | -10.5% |
| 6M | +98.8% | +130.8% | -32.0% | +54.4% |
| YTD | +87.2% | +195.8% | -108.6% | +28.8% |
| 1Y | +239.0% | +225.0% | +14.0% | +127.4% |
| All | +239.0% | +235.9% | +3.1% | +127.4% |
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