-14.3%
SHOP vs TDY
+37.4%
-51.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.3% |
| 7D | -13.2% | -1.9% | -11.3% | -11.6% |
| 30D | -17.0% | -12.5% | -4.5% | -6.8% |
| 3M | +17.0% | -0.8% | +17.8% | +15.9% |
| 6M | -2.1% | -9.0% | +6.8% | +4.2% |
| YTD | -21.4% | +16.8% | -38.1% | -36.8% |
| 1Y | -11.0% | +9.5% | -20.4% | -23.8% |
| 3Y | +100.9% | +45.4% | +55.5% | +24.5% |
| All | -14.3% | +37.4% | -51.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling