+8,434.7%
SHOP vs TCOM
+14.6%
+8,420.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -5.1% | -9.5% | +4.4% | -1.8% |
| 30D | +0.6% | -10.7% | +11.3% | +4.5% |
| 3M | +25.0% | -14.6% | +39.7% | +31.3% |
| 6M | +11.9% | -19.3% | +31.2% | +19.8% |
| YTD | -9.9% | -42.9% | +33.1% | +8.3% |
| 1Y | 0.0% | -43.8% | +43.7% | +20.7% |
| 3Y | +117.5% | +2.1% | +115.4% | +99.5% |
| 5Y | -6.6% | +31.2% | -37.9% | -26.9% |
| 10Y | +3,320.3% | -13.9% | +3,334.2% | +2,700.4% |
| All | +8,434.7% | +14.6% | +8,420.1% | +6,270.2% |
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