+566.9%
SPMO vs TDY
+590.9%
-24.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | -1.9% | -12.0% | +10.1% | +3.1% |
| 3M | -1.4% | -3.2% | +1.8% | 0.0% |
| 6M | +25.5% | -7.9% | +33.4% | +29.5% |
| YTD | +24.8% | +18.2% | +6.6% | +16.7% |
| 1Y | +24.5% | +6.7% | +17.8% | +20.8% |
| 3Y | +157.1% | +47.5% | +109.6% | +118.8% |
| 5Y | +149.5% | +39.5% | +110.0% | +114.3% |
| 10Y | +518.1% | +477.2% | +40.9% | +285.7% |
| All | +566.9% | +590.9% | -24.0% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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