+471.3%
TSEM vs SIMO
+214.6%
+256.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.2% | +0.7% | +2.8% |
| 7D | -17.5% | -22.0% | +4.5% | -6.7% |
| 30D | -44.7% | -43.0% | -1.6% | -27.3% |
| 3M | -38.9% | -39.1% | +0.3% | -23.2% |
| 6M | -36.7% | -33.3% | -3.4% | -22.5% |
| YTD | +17.0% | +77.0% | -60.0% | -13.3% |
| 1Y | +62.8% | +73.0% | -10.2% | +22.3% |
| 3Y | +471.3% | +215.7% | +255.6% | +203.8% |
| All | +471.3% | +214.6% | +256.7% | +203.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling