+10.7%
TTMI vs SPMO
+11.0%
-0.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.8% | -9.3% | -8.1% |
| 7D | -19.2% | -8.9% | -10.3% | +1.0% |
| 30D | -44.9% | -13.8% | -31.1% | -19.4% |
| 3M | -44.7% | -12.5% | -32.2% | -20.5% |
| 6M | -53.4% | -1.5% | -51.9% | -50.9% |
| YTD | +6.3% | +11.3% | -5.0% | -17.4% |
| 1Y | +10.7% | +11.5% | -0.8% | -12.6% |
| All | +10.7% | +11.0% | -0.3% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling