+8,434.7%
SHOP vs TAP
-28.2%
+8,462.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | -2.3% | -2.8% | -4.8% |
| 30D | +0.6% | -2.1% | +2.7% | +0.9% |
| 3M | +25.0% | +6.6% | +18.4% | +24.0% |
| 6M | +11.9% | -11.5% | +23.4% | +13.5% |
| YTD | -9.9% | -10.3% | +0.4% | -9.2% |
| 1Y | 0.0% | -14.4% | +14.3% | +1.3% |
| 3Y | +117.5% | -28.3% | +145.8% | +125.7% |
| 5Y | -6.6% | +1.7% | -8.4% | -7.1% |
| 10Y | +3,320.3% | -49.2% | +3,369.5% | +3,753.4% |
| All | +8,434.7% | -28.2% | +8,462.9% | +8,579.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling