+11.5%
SPMO vs TRMB
-31.2%
+42.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -17.3% | +16.5% | +0.2% |
| 7D | -8.9% | -15.7% | +6.8% | -8.0% |
| 30D | -13.8% | -7.8% | -6.0% | -13.5% |
| 3M | -12.5% | -9.3% | -3.2% | -12.1% |
| 6M | -1.5% | -20.8% | +19.3% | +3.8% |
| YTD | +11.3% | -30.8% | +42.1% | +21.0% |
| 1Y | +11.5% | -31.0% | +42.4% | +21.1% |
| All | +11.5% | -31.2% | +42.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling