+330.4%
TSM vs SPMO
+124.5%
+205.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | +0.4% |
| 7D | +6.2% | +6.3% | -0.1% | -2.1% |
| 30D | -7.3% | -8.9% | +1.6% | +5.0% |
| 3M | -7.1% | -13.2% | +6.1% | +12.2% |
| 6M | +0.2% | -9.3% | +9.5% | +13.8% |
| YTD | +32.2% | +11.6% | +20.7% | +12.7% |
| 1Y | +42.8% | +13.4% | +29.4% | +19.1% |
| 3Y | +330.4% | +122.9% | +207.5% | +47.8% |
| All | +330.4% | +124.5% | +205.9% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling