+7,788.2%
SHOP vs TDG
+698.8%
+7,089.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.5% | -6.1% | -6.9% |
| 7D | -4.1% | -0.9% | -3.2% | -3.6% |
| 30D | -11.5% | -6.5% | -5.0% | -8.6% |
| 3M | +21.1% | -5.1% | +26.1% | +23.5% |
| 6M | +3.0% | -11.5% | +14.5% | +8.1% |
| YTD | -16.7% | -13.9% | -2.8% | -11.3% |
| 1Y | -8.3% | -11.5% | +3.2% | -4.2% |
| 3Y | +112.8% | +53.7% | +59.2% | +66.9% |
| 5Y | -9.3% | +135.5% | -144.8% | -40.1% |
| 10Y | +3,003.4% | +535.2% | +2,468.3% | +1,091.3% |
| All | +7,788.2% | +698.8% | +7,089.5% | +2,825.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling