-15.7%
SHOP vs TD
+123.1%
-138.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.3% | -4.3% |
| 7D | -10.6% | -1.9% | -8.7% | -8.7% |
| 30D | -18.3% | -1.6% | -16.7% | -16.9% |
| 3M | +14.8% | +4.6% | +10.2% | +8.9% |
| 6M | -5.0% | +26.8% | -31.8% | -27.1% |
| YTD | -21.2% | +28.3% | -49.6% | -40.0% |
| 1Y | -11.6% | +60.4% | -72.1% | -46.6% |
| 3Y | +101.2% | +125.7% | -24.5% | -17.9% |
| 5Y | -15.7% | +122.4% | -138.1% | -60.1% |
| All | -15.7% | +123.1% | -138.8% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling