+7,358.2%
SHOP vs TDY
+470.3%
+6,888.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.8% | -4.4% |
| 7D | -10.6% | -1.8% | -8.8% | -9.5% |
| 30D | -18.3% | -13.8% | -4.5% | -10.2% |
| 3M | +14.8% | -3.9% | +18.7% | +16.7% |
| 6M | -5.0% | -9.0% | +4.0% | -0.4% |
| YTD | -21.2% | +16.5% | -37.8% | -31.0% |
| 1Y | -11.6% | +9.3% | -20.9% | -19.3% |
| 3Y | +101.2% | +45.1% | +56.1% | +53.3% |
| 5Y | -15.7% | +35.0% | -50.7% | -31.4% |
| 10Y | +2,989.4% | +469.0% | +2,520.4% | +947.7% |
| All | +7,358.2% | +470.3% | +6,888.0% | +2,276.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling