+1,143.0%
TT vs SPMO
+566.1%
+576.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.2% |
| 7D | -1.2% | -0.9% | -0.3% | -0.5% |
| 30D | -7.3% | -1.9% | -5.4% | -6.0% |
| 3M | -3.6% | -1.4% | -2.2% | -3.2% |
| 6M | +2.8% | +25.5% | -22.7% | -14.2% |
| YTD | +14.5% | +24.8% | -10.3% | -4.1% |
| 1Y | +7.4% | +24.5% | -17.1% | -10.0% |
| 3Y | +116.2% | +157.1% | -40.9% | +4.8% |
| 5Y | +147.4% | +149.5% | -2.1% | +22.3% |
| 10Y | +953.3% | +518.1% | +435.3% | +217.2% |
| All | +1,143.0% | +566.1% | +576.9% | +266.2% |
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