+371.0%
TMUS vs SPMO
+572.4%
-201.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.0% | -4.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.8% |
| 30D | +5.3% | -0.4% | +5.6% | +5.3% |
| 3M | +3.1% | -1.9% | +5.0% | +2.3% |
| 6M | -16.5% | +25.0% | -41.5% | -27.4% |
| YTD | -9.2% | +26.0% | -35.2% | -21.6% |
| 1Y | -26.5% | +28.7% | -55.2% | -37.6% |
| 3Y | +39.0% | +160.9% | -121.9% | -26.1% |
| 5Y | +40.4% | +147.9% | -107.5% | -23.4% |
| 10Y | +303.7% | +518.9% | -215.2% | +41.6% |
| All | +371.0% | +572.4% | -201.4% | +55.3% |
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 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