+10.6%
TMO vs SPMO
+149.5%
-138.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.2% |
| 30D | +1.1% | -1.9% | +3.0% | +1.9% |
| 3M | +28.3% | -1.4% | +29.7% | +27.5% |
| 6M | +23.3% | +25.5% | -2.2% | +5.1% |
| YTD | +5.5% | +24.8% | -19.4% | -9.9% |
| 1Y | +24.5% | +24.5% | +0.1% | +6.3% |
| 3Y | +19.6% | +157.1% | -137.6% | -40.8% |
| All | +10.6% | +149.5% | -138.9% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling