+487.2%
TPR vs SPMO
+504.7%
-17.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -5.0% |
| 7D | +6.4% | +1.8% | +4.6% | +3.5% |
| 30D | +13.8% | -10.0% | +23.8% | +23.3% |
| 3M | -16.6% | -9.4% | -7.3% | -11.1% |
| 6M | +0.7% | -7.7% | +8.3% | +2.0% |
| YTD | +5.3% | +13.3% | -8.0% | -13.6% |
| 1Y | +32.4% | +12.7% | +19.7% | +9.0% |
| 3Y | +406.4% | +127.5% | +278.9% | +97.2% |
| 5Y | +227.9% | +119.7% | +108.3% | +33.7% |
| 10Y | +371.7% | +469.5% | -97.8% | -1.6% |
| All | +487.2% | +504.7% | -17.5% | +23.4% |
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