-42.5%
TNA vs SIMO
+195.0%
-237.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.7% | -6.0% | -0.9% |
| 7D | -2.1% | +0.9% | -3.1% | -2.3% |
| 30D | +3.1% | -25.4% | +28.5% | +14.1% |
| 3M | -20.2% | -17.8% | -2.4% | -17.7% |
| 6M | -10.0% | -29.6% | +19.5% | -5.7% |
| YTD | +30.3% | +100.3% | -70.0% | -30.4% |
| 1Y | +31.1% | +100.4% | -69.3% | -29.9% |
| 3Y | +149.4% | +246.1% | -96.7% | -5.8% |
| 5Y | -42.5% | +189.8% | -232.3% | -77.2% |
| All | -42.5% | +195.0% | -237.4% | -77.2% |
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 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