+8,552.4%
SHOP vs TCOM
+21.7%
+8,530.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.1% |
| 7D | -1.2% | -1.8% | +0.6% | -0.6% |
| 30D | -14.7% | +12.1% | -26.8% | -18.2% |
| 3M | -7.2% | -3.2% | -4.0% | -6.5% |
| 6M | +54.2% | -16.6% | +70.8% | +62.7% |
| YTD | -8.6% | -39.4% | +30.8% | +7.3% |
| 1Y | +0.5% | -41.5% | +42.0% | +19.4% |
| 3Y | +135.9% | +24.4% | +111.6% | +101.4% |
| 5Y | -11.9% | +41.6% | -53.5% | -32.8% |
| 10Y | +3,608.8% | +6.5% | +3,602.2% | +2,730.8% |
| All | +8,552.4% | +21.7% | +8,530.6% | +6,209.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling