-9.3%
TLT vs SPMO
+572.4%
-581.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | -0.4% | +2.0% | -2.4% | -0.2% |
| 30D | -0.6% | -0.4% | -0.2% | -0.6% |
| 3M | -2.7% | -1.9% | -0.8% | -2.8% |
| 6M | -5.6% | +25.0% | -30.7% | -3.3% |
| YTD | -2.8% | +26.0% | -28.8% | -0.2% |
| 1Y | -1.4% | +28.7% | -30.1% | +1.4% |
| 3Y | -1.6% | +160.9% | -162.5% | +11.4% |
| 5Y | -33.8% | +147.9% | -181.7% | -25.5% |
| 10Y | -21.1% | +518.9% | -540.1% | +3.6% |
| All | -9.3% | +572.4% | -581.8% | +18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling