+108.8%
TNA vs SIMO
+469.0%
-360.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -5.0% |
| 7D | -3.6% | +14.5% | -18.1% | -9.0% |
| 30D | -10.1% | +20.4% | -30.5% | -17.4% |
| 3M | +2.7% | +7.1% | -4.4% | -5.1% |
| 6M | +38.4% | +129.2% | -90.8% | -20.9% |
| YTD | +45.4% | +201.9% | -156.5% | -36.1% |
| 1Y | +55.9% | +235.5% | -179.6% | -37.6% |
| All | +108.8% | +469.0% | -360.2% | -51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling