+1,124.0%
TTMI vs SPMO
+517.6%
+606.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +2.8% |
| 7D | +0.7% | -0.9% | +1.6% | +1.8% |
| 30D | -8.4% | -1.9% | -6.5% | -5.9% |
| 3M | -32.5% | -1.4% | -31.1% | -29.4% |
| 6M | +32.5% | +25.5% | +7.0% | +10.5% |
| YTD | +83.2% | +24.8% | +58.4% | +54.7% |
| 1Y | +161.7% | +24.5% | +137.2% | +124.7% |
| 3Y | +890.1% | +157.1% | +733.0% | +354.3% |
| 5Y | +832.4% | +149.5% | +683.0% | +336.9% |
| All | +1,124.0% | +517.6% | +606.4% | +191.9% |
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 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