-10.8%
SHOP vs TE
-41.3%
+30.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +10.0% | -17.6% | -9.1% |
| 7D | -4.1% | +18.2% | -22.3% | -6.8% |
| 30D | -11.5% | -13.5% | +2.0% | -10.0% |
| 3M | +21.1% | -44.6% | +65.6% | +29.1% |
| 6M | +3.0% | -24.7% | +27.7% | -0.2% |
| YTD | -16.7% | -24.3% | +7.6% | -21.2% |
| 1Y | -8.3% | +155.6% | -163.8% | -36.2% |
| 3Y | +112.8% | -18.3% | +131.1% | +77.7% |
| All | -10.8% | -41.3% | +30.5% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling