+575.8%
SPMO vs TCOM
+15.9%
+559.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.3% |
| 7D | +2.7% | -10.2% | +12.9% | +4.1% |
| 30D | +1.1% | -16.8% | +17.9% | +3.5% |
| 3M | +2.0% | -16.7% | +18.7% | +4.1% |
| 6M | +26.5% | -27.1% | +53.6% | +31.5% |
| YTD | +26.5% | -45.5% | +72.0% | +36.4% |
| 1Y | +27.9% | -45.9% | +73.8% | +37.9% |
| 3Y | +160.4% | +9.8% | +150.6% | +148.7% |
| 5Y | +151.5% | +23.8% | +127.7% | +126.1% |
| 10Y | +526.3% | -10.8% | +537.1% | +449.0% |
| All | +575.8% | +15.9% | +559.9% | +486.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling