+184.1%
SPMO vs TLN
+589.3%
-405.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.3% |
| 7D | +2.7% | +5.8% | -3.1% | +1.5% |
| 30D | +1.1% | -6.9% | +7.9% | +2.4% |
| 3M | +2.0% | -10.9% | +12.9% | +4.2% |
| 6M | +26.5% | -4.6% | +31.1% | +26.8% |
| YTD | +26.5% | -14.7% | +41.2% | +28.5% |
| 1Y | +27.9% | -17.9% | +45.8% | +30.4% |
| 3Y | +160.4% | +483.9% | -323.5% | +83.1% |
| All | +184.1% | +589.3% | -405.3% | +99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling