+400.0%
TMO vs SPMO
+566.1%
-166.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.8% |
| 7D | -0.6% | -0.9% | +0.3% | -0.1% |
| 30D | +1.1% | -1.9% | +3.0% | +2.2% |
| 3M | +28.3% | -1.4% | +29.7% | +27.3% |
| 6M | +23.3% | +25.5% | -2.2% | +2.5% |
| YTD | +5.5% | +24.8% | -19.4% | -12.1% |
| 1Y | +24.5% | +24.5% | +0.1% | +3.7% |
| 3Y | +19.6% | +157.1% | -137.6% | -43.2% |
| 5Y | +8.1% | +149.5% | -141.4% | -47.8% |
| 10Y | +336.7% | +518.1% | -181.3% | +26.0% |
| All | +400.0% | +566.1% | -166.1% | +40.6% |
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