+1,029.9%
TNA vs SIMO
+10,872.2%
-9,842.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | +2.0% |
| 7D | +3.7% | +4.1% | -0.4% | +1.4% |
| 30D | +4.4% | -24.0% | +28.4% | +17.8% |
| 3M | -26.7% | -31.8% | +5.1% | -15.6% |
| 6M | -12.8% | -36.9% | +24.1% | -2.4% |
| YTD | +22.7% | +84.8% | -62.2% | -35.8% |
| 1Y | +35.7% | +99.0% | -63.3% | -32.1% |
| 3Y | +134.6% | +217.9% | -83.4% | -11.0% |
| 5Y | -46.0% | +171.5% | -217.4% | -79.2% |
| 10Y | +38.0% | +393.3% | -355.2% | -62.1% |
| All | +1,029.9% | +10,872.2% | -9,842.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling