+38.5%
TNA vs SIMO
+94.5%
-56.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -9.6% | +14.0% | +6.0% |
| 7D | +2.4% | -16.9% | +19.3% | +5.4% |
| 30D | -0.9% | -35.4% | +34.5% | +6.1% |
| 3M | -19.2% | -31.9% | +12.7% | -15.2% |
| 6M | -0.8% | -19.3% | +18.5% | +1.0% |
| YTD | +33.2% | +98.5% | -65.3% | -1.9% |
| 1Y | +38.5% | +100.5% | -62.0% | +0.6% |
| All | +38.5% | +94.5% | -56.0% | +0.6% |
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