0.0%
SHOP vs TE
+132.3%
-132.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | -5.1% | -4.0% | -1.1% | -4.9% |
| 30D | +0.6% | -15.9% | +16.5% | +1.4% |
| 3M | +25.0% | -60.5% | +85.6% | +31.6% |
| 6M | +11.9% | -35.2% | +47.1% | +11.8% |
| YTD | -9.9% | -31.1% | +21.3% | -10.8% |
| 1Y | 0.0% | +148.6% | -148.7% | -14.4% |
| All | 0.0% | +132.3% | -132.4% | -14.4% |
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