+517.6%
SPMO vs TCOM
-9.8%
+527.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.9% | -4.9% | +4.0% | -0.2% |
| 30D | -1.9% | -14.4% | +12.5% | +0.2% |
| 3M | -1.4% | -17.7% | +16.3% | +1.0% |
| 6M | +25.5% | -25.1% | +50.6% | +30.2% |
| YTD | +24.8% | -45.7% | +70.6% | +35.3% |
| 1Y | +24.5% | -47.9% | +72.4% | +35.7% |
| 3Y | +157.1% | +8.9% | +148.2% | +144.7% |
| 5Y | +149.5% | +26.9% | +122.6% | +121.2% |
| All | +517.6% | -9.8% | +527.4% | +435.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling