-20.8%
TLT vs SPMO
+514.3%
-535.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -1.3% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.3% | -0.7% | -0.6% | -1.4% |
| 3M | -3.7% | +2.8% | -6.6% | -3.3% |
| 6M | -6.4% | +24.4% | -30.8% | -4.0% |
| YTD | -4.5% | +24.2% | -28.7% | -2.1% |
| 1Y | -5.9% | +24.5% | -30.4% | -3.4% |
| 3Y | -2.8% | +155.6% | -158.4% | +10.1% |
| 5Y | -35.1% | +148.2% | -183.3% | -26.5% |
| All | -20.8% | +514.3% | -535.1% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 10y: compounded portfolio wealth divided by compounded SPMO 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…
10y analysis · Full analysis span regression · 6 months rolling