-6.3%
SHOP vs TE
-55.7%
+49.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.5% | +5.9% | -1.3% |
| 7D | +2.1% | -13.6% | +15.7% | +2.9% |
| 30D | -16.8% | -37.7% | +20.8% | -14.9% |
| 3M | -2.4% | -59.8% | +57.4% | +1.8% |
| 6M | +47.0% | -66.3% | +113.3% | +50.7% |
| YTD | -8.8% | -70.5% | +61.7% | -6.0% |
| 1Y | -6.3% | -48.8% | +42.6% | -8.4% |
| All | -6.3% | -55.7% | +49.5% | -8.4% |
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