+195.0%
SHOP vs TE
-53.2%
+248.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.9% |
| 7D | -13.2% | +0.9% | -14.1% | -13.5% |
| 30D | -17.0% | -16.3% | -0.8% | -15.1% |
| 3M | +17.0% | -40.8% | +57.8% | +23.2% |
| 6M | -2.1% | -42.6% | +40.5% | -0.4% |
| YTD | -21.4% | -31.4% | +10.1% | -24.3% |
| 1Y | -11.0% | +144.9% | -155.9% | -37.0% |
| 3Y | +100.9% | -26.0% | +126.9% | +65.3% |
| 5Y | -14.7% | -48.5% | +33.8% | -24.8% |
| All | +195.0% | -53.2% | +248.2% | +183.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling