+576.6%
SPMO vs TD
+348.7%
+227.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +3.4% | +0.9% | +2.5% | +2.9% |
| 30D | +0.5% | -0.7% | +1.2% | +0.8% |
| 3M | +1.9% | +6.3% | -4.4% | -1.0% |
| 6M | +27.8% | +27.9% | -0.1% | +13.8% |
| YTD | +26.7% | +29.8% | -3.2% | +11.9% |
| 1Y | +28.9% | +63.7% | -34.8% | +2.2% |
| 3Y | +160.7% | +128.3% | +32.3% | +74.7% |
| 5Y | +150.2% | +125.5% | +24.7% | +67.6% |
| 10Y | +517.5% | +296.7% | +220.8% | +237.1% |
| All | +576.6% | +348.7% | +227.9% | +271.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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