-4.9%
SHOP vs TE
-16.5%
+11.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -3.5% | +10.9% | +7.5% |
| 7D | -9.0% | +3.8% | -12.8% | -9.3% |
| 30D | -4.4% | -26.2% | +21.8% | -2.9% |
| 3M | +24.1% | -49.7% | +73.8% | +28.5% |
| 6M | +20.0% | -46.5% | +66.4% | +19.5% |
| YTD | -4.9% | -59.1% | +54.2% | -4.1% |
| 1Y | -4.9% | -25.8% | +20.9% | -15.0% |
| All | -4.9% | -16.5% | +11.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling