+285.0%
TSM vs SPMO
+149.2%
+135.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +4.8% | +2.7% | +2.1% | +1.5% |
| 30D | +4.0% | +1.1% | +3.0% | +2.8% |
| 3M | +2.0% | +2.0% | -0.1% | -0.4% |
| 6M | +25.5% | +26.5% | -1.0% | -5.4% |
| YTD | +44.0% | +26.5% | +17.5% | +8.8% |
| 1Y | +75.4% | +27.9% | +47.5% | +31.4% |
| 3Y | +406.7% | +160.4% | +246.4% | +83.9% |
| 5Y | +285.0% | +151.5% | +133.5% | +45.8% |
| All | +285.0% | +149.2% | +135.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling