+2,993.7%
SHOP vs TD
+306.3%
+2,687.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.2% |
| 7D | -11.2% | -0.5% | -10.7% | -10.8% |
| 30D | -14.4% | -1.9% | -12.5% | -13.1% |
| 3M | +16.6% | +4.8% | +11.8% | +12.4% |
| 6M | -0.6% | +28.0% | -28.5% | -17.2% |
| YTD | -20.0% | +30.3% | -50.3% | -34.0% |
| 1Y | -11.2% | +59.8% | -71.0% | -36.5% |
| 3Y | +99.5% | +124.7% | -25.2% | +11.7% |
| 5Y | -13.2% | +127.0% | -140.2% | -49.6% |
| All | +2,993.7% | +306.3% | +2,687.4% | +1,253.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling