+736.3%
TT vs SPMO
+460.5%
+275.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.2% |
| 7D | +4.0% | +6.3% | -2.3% | -0.7% |
| 30D | -11.3% | -8.9% | -2.4% | -5.0% |
| 3M | -12.3% | -13.2% | +0.9% | -2.6% |
| 6M | -10.8% | -9.3% | -1.6% | -5.1% |
| YTD | +8.2% | +11.6% | -3.4% | -2.0% |
| 1Y | +1.5% | +13.4% | -11.9% | -9.2% |
| 3Y | +91.5% | +122.9% | -31.4% | +1.2% |
| 5Y | +130.2% | +113.9% | +16.3% | +25.1% |
| All | +736.3% | +460.5% | +275.8% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling