+663.0%
TSEM vs SIMO
+269.6%
+393.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +8.7% | -0.9% | +4.4% |
| 7D | +6.9% | +4.2% | +2.7% | +5.2% |
| 30D | +5.3% | +4.1% | +1.2% | +3.1% |
| 3M | -14.9% | -12.9% | -2.0% | -10.7% |
| 6M | +80.0% | +110.3% | -30.3% | +36.0% |
| YTD | +89.4% | +178.6% | -89.2% | +26.9% |
| 1Y | +253.1% | +220.0% | +33.1% | +124.5% |
| 3Y | +642.1% | +409.0% | +233.1% | +298.8% |
| All | +663.0% | +269.6% | +393.4% | +358.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling