+183.0%
SPMO vs TLN
+583.6%
-400.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +0.8% |
| 7D | +2.0% | +7.1% | -5.1% | +0.5% |
| 30D | -0.4% | -3.9% | +3.5% | +0.3% |
| 3M | -1.9% | -16.2% | +14.3% | +1.4% |
| 6M | +25.0% | -5.8% | +30.9% | +25.6% |
| YTD | +26.0% | -15.4% | +41.5% | +28.3% |
| 1Y | +28.7% | -16.7% | +45.4% | +30.8% |
| 3Y | +160.9% | +473.8% | -312.8% | +83.9% |
| All | +183.0% | +583.6% | -400.6% | +99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling