+437.9%
TPR vs SPMO
+572.4%
-134.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -1.5% |
| 7D | -2.3% | +2.0% | -4.3% | -4.2% |
| 30D | -23.0% | -0.4% | -22.6% | -23.2% |
| 3M | -12.5% | -1.9% | -10.6% | -13.8% |
| 6M | -21.4% | +25.0% | -46.5% | -39.9% |
| YTD | -3.5% | +26.0% | -29.5% | -26.8% |
| 1Y | +17.4% | +28.7% | -11.3% | -12.8% |
| 3Y | +291.3% | +160.9% | +130.3% | +35.8% |
| 5Y | +241.9% | +147.9% | +94.0% | +27.1% |
| 10Y | +322.7% | +518.9% | -196.3% | -18.0% |
| All | +437.9% | +572.4% | -134.6% | +4.6% |
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