+157.1%
SPMO vs TW
+19.1%
+138.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -0.9% | -4.5% | +3.5% | -0.6% |
| 30D | -1.9% | -2.3% | +0.3% | -1.8% |
| 3M | -1.4% | +2.6% | -4.0% | -2.2% |
| 6M | +25.5% | -17.5% | +43.0% | +29.6% |
| YTD | +24.8% | -5.3% | +30.1% | +24.6% |
| 1Y | +24.5% | -14.8% | +39.3% | +27.7% |
| 3Y | +157.1% | +18.8% | +138.3% | +145.4% |
| All | +157.1% | +19.1% | +138.1% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3y: compounded portfolio wealth divided by compounded TW 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…
3y analysis · Full analysis span regression · 6 months rolling