+775.3%
TSEM vs SIMO
+2,368.1%
-1,592.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +8.7% | -1.0% | +5.4% |
| 7D | +6.8% | +0.9% | +5.8% | +6.8% |
| 30D | -26.6% | -25.4% | -1.2% | -20.6% |
| 3M | -36.3% | -17.8% | -18.6% | -32.7% |
| 6M | -30.6% | -29.6% | -1.0% | -23.5% |
| YTD | +35.3% | +100.3% | -65.0% | +15.0% |
| 1Y | +59.2% | +100.4% | -41.2% | +35.5% |
| 3Y | +547.7% | +246.1% | +301.6% | +387.8% |
| 5Y | +337.5% | +189.8% | +147.7% | +230.8% |
| 10Y | +887.4% | +434.6% | +452.8% | +546.5% |
| All | +775.3% | +2,368.1% | -1,592.8% | +273.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling