-4.9%
SHOP vs TD
+61.0%
-66.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.6% | +4.8% |
| 7D | -9.0% | +1.4% | -10.4% | -10.0% |
| 30D | -4.4% | +10.2% | -14.7% | -12.1% |
| 3M | +24.1% | +8.1% | +16.0% | +16.0% |
| 6M | +20.0% | +22.3% | -2.3% | -5.1% |
| YTD | -4.9% | +39.0% | -44.0% | -38.1% |
| 1Y | -4.9% | +62.6% | -67.5% | -51.2% |
| All | -4.9% | +61.0% | -66.0% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling