+1,675.0%
TTMI vs SPMO
+575.0%
+1,100.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | +7.5% | +2.7% | +4.8% | +4.6% |
| 30D | -4.5% | +1.1% | -5.6% | -4.9% |
| 3M | -28.5% | +2.0% | -30.6% | -27.9% |
| 6M | +28.4% | +26.5% | +1.8% | +6.9% |
| YTD | +80.1% | +26.5% | +53.6% | +50.9% |
| 1Y | +161.0% | +27.9% | +133.1% | +119.7% |
| 3Y | +862.4% | +160.4% | +702.1% | +351.4% |
| 5Y | +812.9% | +151.5% | +661.4% | +338.5% |
| 10Y | +1,094.7% | +526.3% | +568.4% | +255.9% |
| All | +1,675.0% | +575.0% | +1,100.0% | +441.8% |
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