+122.7%
TT vs SPMO
+161.5%
-38.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.8% |
| 7D | +1.6% | +3.4% | -1.8% | -0.9% |
| 30D | -7.3% | +0.5% | -7.8% | -7.7% |
| 3M | -2.6% | +1.9% | -4.5% | -4.5% |
| 6M | +5.9% | +27.8% | -21.9% | -14.0% |
| YTD | +15.4% | +26.7% | -11.3% | -5.6% |
| 1Y | +8.2% | +28.9% | -20.6% | -12.9% |
| 3Y | +122.7% | +160.7% | -38.0% | -9.9% |
| All | +122.7% | +161.5% | -38.9% | -9.9% |
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