+65.1%
TNA vs SIMO
+226.2%
-161.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.7% | -8.0% | -1.1% |
| 7D | -0.1% | +4.2% | -4.3% | -1.0% |
| 30D | -4.9% | +4.1% | -9.0% | -6.4% |
| 3M | +0.4% | -12.9% | +13.3% | +1.5% |
| 6M | +32.5% | +110.3% | -77.8% | +4.2% |
| YTD | +53.7% | +178.6% | -124.9% | -2.2% |
| 1Y | +65.1% | +220.0% | -154.9% | -6.1% |
| All | +65.1% | +226.2% | -161.1% | -6.1% |
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