+34.0%
TNA vs SIMO
+423.7%
-389.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.7% | -3.7% |
| 7D | +7.7% | +14.9% | -7.2% | +0.2% |
| 30D | -0.7% | -27.0% | +26.3% | +14.3% |
| 3M | -25.4% | -25.4% | 0.0% | -18.4% |
| 6M | -11.8% | -30.3% | +18.4% | -7.1% |
| YTD | +23.9% | +95.8% | -71.8% | -42.2% |
| 1Y | +25.6% | +100.0% | -74.4% | -42.2% |
| 3Y | +137.1% | +238.3% | -101.1% | -25.8% |
| 5Y | -45.4% | +187.6% | -233.0% | -82.9% |
| All | +34.0% | +423.7% | -389.7% | -74.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling