TYA Performance — Simplify Intermediate Term Treasury Futures Strategy ETF
Data updated: 2026-09-11
TYA returned −4.30% year to date and −1.65% over one year to Jun 2026. The annualised 3-year return is −0.60%. The fund trailed its Alternative category average: $100 invested three years ago grew to $98, against $170 for the category, and to $98 over one year, against $110. Volatility over the past three years was 16.69% a year. In the 12 months to Jun 2026 the fund lost a net $82.5M, and assets reached $66.26M.
TYA Growth of $100
What $100 invested in Simplify Intermediate Term Treasury Futures Strategy ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Alternative category average over the same months.
| Period | TYA | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $98 | $110 |
| 3 years (Jul 2023 – Jun 2026) | $98 | $170 |
| Since data start (Sep 2021 – Jun 2026) | $60 | $157 |
TYA Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −4.30% |
| 1 year | −1.65% |
| 3 years (annualised) | −0.60% |
TYA Annual Returns
Calendar-year total returns of Simplify Intermediate Term Treasury Futures Strategy ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | −4.30% |
| 2025 | +15.04% |
| 2024 | −10.01% |
| 2023 | −2.57% |
| 2022 | −37.27% |
| 2021 (Sep–Dec) | −0.55% |
TYA Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | −1.3% | +5.5% | −6.6% | −0.9% | −1.1% | +0.4% | — | — | — | — | — | — |
| 2025 | +0.6% | +6.9% | +0.7% | +3.1% | −3.7% | +4.2% | −2.5% | +4.2% | +0.3% | +0.8% | +2.2% | −2.1% |
| 2024 | −1.0% | −5.8% | +1.4% | −8.6% | +3.6% | +3.8% | +5.5% | +3.5% | +2.3% | −9.2% | +1.9% | −6.3% |
| 2023 | +6.7% | −8.8% | +10.2% | +1.0% | −3.7% | −5.8% | −2.2% | −2.2% | −8.9% | −5.2% | +10.1% | +8.9% |
| 2022 | −6.1% | −1.2% | −11.8% | −9.1% | +1.9% | −2.4% | +6.2% | −9.7% | −12.0% | −4.1% | +8.1% | −3.0% |
| 2021 | — | — | — | — | — | — | — | — | +0.3% | −2.2% | +2.2% | −0.8% |
TYA Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.69%
- 3-year Sharpe ratio: -0.31 (vs 4.5% risk-free rate)
- Best month: +10.13% (Nov 2023)
- Worst month: −9.22% (Oct 2024)
TYA Fund Flows
Monthly money in and out of Simplify Intermediate Term Treasury Futures Strategy ETF, from SEC Form N-PORT.
- 12-month net flow: −$82.5M
- 12-month gross sales (incl. reinvestments): $54.1M
- Sales ÷ redemptions: 0.40×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $3.5M | $9.6M | −$6.1M |
| May 2026 | $5.6M | $0 | $5.6M |
| Apr 2026 | $2.3M | $0 | $2.3M |
| Mar 2026 | $5.8M | $1.4M | $4.5M |
| Feb 2026 | $0 | $0 | $0 |
| Jan 2026 | $0 | $21.4M | −$21.4M |
| Dec 2025 | $6.1M | $2.0M | $4.0M |
| Nov 2025 | $9.7M | $15.2M | −$5.4M |
| Oct 2025 | $2.4M | $4.8M | −$2.4M |
| Sep 2025 | $8.4M | $9.5M | −$1.2M |
| Aug 2025 | $5.4M | $57.9M | −$52.5M |
| Jul 2025 | $4.9M | $14.7M | −$9.8M |
TYA Assets Under Management
Net assets of Simplify Intermediate Term Treasury Futures Strategy ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $66.26M |
| 2026-03-31 | $65.91M |
| 2025-12-31 | $85.45M |
| 2025-09-30 | $89.51M |
| 2025-06-30 | $152.69M |
| 2025-03-31 | $156.37M |
| 2024-12-31 | $104.81M |
| 2024-09-30 | $134.45M |
| 2024-06-28 | $48.68M |
| 2024-03-28 | $44.80M |
| 2023-12-29 | $53.46M |
| 2023-09-29 | $48.08M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.