+2,993.7%
SHOP vs TDY
+479.2%
+2,514.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.9% |
| 7D | -11.2% | -1.1% | -10.1% | -10.5% |
| 30D | -14.4% | -12.0% | -2.3% | -7.1% |
| 3M | +16.6% | -3.2% | +19.8% | +18.0% |
| 6M | -0.6% | -7.9% | +7.3% | +3.5% |
| YTD | -20.0% | +18.2% | -38.2% | -30.6% |
| 1Y | -11.2% | +6.7% | -17.9% | -17.5% |
| 3Y | +99.5% | +47.5% | +51.9% | +50.3% |
| 5Y | -13.2% | +39.5% | -52.7% | -30.8% |
| All | +2,993.7% | +479.2% | +2,514.5% | +1,234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling