-11.2%
SHOP vs TCOM
+40.6%
-51.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.5% |
| 30D | -14.7% | +12.1% | -26.8% | -18.7% |
| 3M | -7.2% | -3.2% | -4.0% | -6.4% |
| 6M | +54.2% | -16.6% | +70.8% | +64.0% |
| YTD | -8.6% | -39.4% | +30.8% | +9.8% |
| 1Y | +0.5% | -41.5% | +42.0% | +22.4% |
| 3Y | +135.9% | +24.4% | +111.6% | +89.4% |
| All | -11.2% | +40.6% | -51.8% | -43.1% |
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