+96.4%
SHOP vs TE
-22.1%
+118.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.5% | -5.2% |
| 7D | -10.6% | +15.0% | -25.6% | -11.8% |
| 30D | -18.3% | -7.5% | -10.8% | -17.9% |
| 3M | +14.8% | -42.0% | +56.8% | +18.7% |
| 6M | -5.0% | -31.4% | +26.4% | -5.5% |
| YTD | -21.2% | -26.5% | +5.3% | -23.1% |
| 1Y | -11.6% | +153.1% | -164.7% | -27.0% |
| All | +96.4% | -22.1% | +118.5% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling