-19.2%
TNA vs SIMO
+304.3%
-323.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -3.9% |
| 7D | +4.1% | +14.6% | -10.5% | -2.1% |
| 30D | -7.6% | +6.2% | -13.8% | -11.2% |
| 3M | +8.1% | +3.6% | +4.5% | +0.8% |
| 6M | +49.0% | +130.8% | -81.8% | -14.9% |
| YTD | +51.7% | +195.8% | -144.0% | -28.5% |
| 1Y | +59.6% | +225.0% | -165.4% | -29.1% |
| 3Y | +118.9% | +452.3% | -333.4% | -29.6% |
| All | -19.2% | +304.3% | -323.5% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling