-14.3%
SHOP vs TDG
+123.4%
-137.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | -13.2% | -2.7% | -10.5% | -11.2% |
| 30D | -17.0% | -9.3% | -7.8% | -10.5% |
| 3M | +17.0% | -7.1% | +24.1% | +22.6% |
| 6M | -2.1% | -11.2% | +9.0% | +4.8% |
| YTD | -21.4% | -15.3% | -6.1% | -12.4% |
| 1Y | -11.0% | -12.5% | +1.5% | -4.6% |
| 3Y | +100.9% | +51.2% | +49.7% | +13.4% |
| All | -14.3% | +123.4% | -137.7% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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