+139.4%
SHOP vs TD
+133.8%
+5.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | -2.5% | -3.1% | +0.6% | 0.0% |
| 30D | -16.7% | +6.7% | -23.4% | -20.4% |
| 3M | -2.2% | +3.1% | -5.3% | -4.2% |
| 6M | +45.6% | +17.6% | +27.9% | +28.0% |
| YTD | -7.3% | +34.8% | -42.1% | -26.6% |
| 1Y | -6.1% | +55.6% | -61.7% | -32.7% |
| All | +139.4% | +133.8% | +5.6% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling