+315.1%
SPMO vs TW
+211.4%
+103.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.3% |
| 7D | +3.4% | -3.5% | +6.9% | +4.3% |
| 30D | +0.5% | +0.5% | 0.0% | +0.3% |
| 3M | +1.9% | +4.9% | -3.0% | -0.4% |
| 6M | +27.8% | -17.1% | +44.9% | +33.1% |
| YTD | +26.7% | -3.9% | +30.5% | +25.7% |
| 1Y | +28.9% | -13.3% | +42.1% | +31.8% |
| 3Y | +160.7% | +20.9% | +139.8% | +136.0% |
| 5Y | +150.2% | +20.5% | +129.7% | +122.6% |
| All | +315.1% | +211.4% | +103.7% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling