+45.8%
TNA vs SIMO
+239.1%
-193.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.2% | -6.2% | -0.4% |
| 7D | -7.3% | +11.0% | -18.3% | -9.4% |
| 30D | -14.2% | +17.9% | -32.1% | -17.4% |
| 3M | -4.6% | +3.9% | -8.5% | -7.2% |
| 6M | +36.9% | +131.0% | -94.1% | +6.4% |
| YTD | +42.5% | +209.3% | -166.8% | -10.5% |
| 1Y | +45.8% | +223.8% | -178.0% | -11.3% |
| All | +45.8% | +239.1% | -193.3% | -11.3% |
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 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