-15.7%
SHOP vs TCOM
+25.9%
-41.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.2% | -4.2% |
| 7D | -10.6% | -10.2% | -0.5% | -6.8% |
| 30D | -18.3% | -16.8% | -1.5% | -12.2% |
| 3M | +14.8% | -16.7% | +31.5% | +22.6% |
| 6M | -5.0% | -27.1% | +22.0% | +7.0% |
| YTD | -21.2% | -45.5% | +24.3% | -1.0% |
| 1Y | -11.6% | -45.9% | +34.3% | +11.3% |
| 3Y | +101.2% | +9.8% | +91.5% | +70.6% |
| 5Y | -15.7% | +23.8% | -39.5% | -41.6% |
| All | -15.7% | +25.9% | -41.6% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling