+3,781.0%
SHOP vs TD
+300.0%
+3,481.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | +1.1% | -2.3% | -2.0% |
| 30D | -14.7% | +5.2% | -19.9% | -17.6% |
| 3M | -7.2% | +1.2% | -8.4% | -7.9% |
| 6M | +54.2% | +17.7% | +36.4% | +36.5% |
| YTD | -8.6% | +34.2% | -42.8% | -26.2% |
| 1Y | +0.5% | +55.4% | -54.9% | -26.9% |
| 3Y | +135.9% | +130.4% | +5.5% | +29.2% |
| 5Y | -11.9% | +101.8% | -113.7% | -46.1% |
| All | +3,781.0% | +300.0% | +3,481.0% | +1,428.4% |
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