+8,434.7%
SHOP vs TD
+311.8%
+8,122.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.8% | +0.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.3% |
| 30D | +0.6% | +0.4% | +0.2% | +0.2% |
| 3M | +25.0% | +7.6% | +17.4% | +18.1% |
| 6M | +11.9% | +25.0% | -13.1% | -5.4% |
| YTD | -9.9% | +31.0% | -40.9% | -26.1% |
| 1Y | 0.0% | +65.2% | -65.2% | -30.4% |
| 3Y | +117.5% | +122.5% | -5.0% | +21.9% |
| 5Y | -6.6% | +124.8% | -131.4% | -46.0% |
| 10Y | +3,320.3% | +298.2% | +3,022.1% | +1,270.5% |
| All | +8,434.7% | +311.8% | +8,122.9% | +3,361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling