+1,093.4%
TT vs SPMO
+504.7%
+588.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | -1.8% |
| 7D | +3.5% | +1.8% | +1.7% | +2.0% |
| 30D | -11.0% | -10.0% | -1.0% | -4.0% |
| 3M | -12.0% | -9.4% | -2.6% | -5.6% |
| 6M | -10.4% | -7.7% | -2.7% | -6.0% |
| YTD | +9.9% | +13.3% | -3.4% | -1.3% |
| 1Y | +1.5% | +12.7% | -11.2% | -8.5% |
| 3Y | +93.7% | +127.5% | -33.8% | +2.6% |
| 5Y | +139.2% | +119.7% | +19.6% | +29.6% |
| 10Y | +741.5% | +469.5% | +272.0% | +170.9% |
| All | +1,093.4% | +504.7% | +588.7% | +277.0% |
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 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