+3,647.2%
SHOP vs TAP
-49.5%
+3,696.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | -2.7% | -7.8% | +5.2% | -1.7% |
| 30D | -11.0% | +7.1% | -18.1% | -11.8% |
| 3M | +0.3% | -7.0% | +7.4% | +1.1% |
| 6M | +37.7% | -3.8% | +41.5% | +38.2% |
| YTD | -5.5% | -11.7% | +6.2% | -4.8% |
| 1Y | -0.2% | -10.1% | +9.9% | +0.2% |
| 3Y | +151.9% | -23.7% | +175.6% | +158.2% |
| 5Y | -2.2% | +2.9% | -5.1% | -1.8% |
| 10Y | +3,647.2% | -49.5% | +3,696.7% | +4,203.0% |
| All | +3,647.2% | -49.5% | +3,696.7% | +4,203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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