0.0%
SHOP vs TEM
-15.5%
+15.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -5.1% | +0.9% | -6.0% | -5.4% |
| 30D | +0.6% | +38.4% | -37.8% | -12.4% |
| 3M | +25.0% | +23.7% | +1.4% | +12.2% |
| 6M | +11.9% | +26.0% | -14.1% | -1.5% |
| YTD | -9.9% | +9.4% | -19.3% | -16.8% |
| 1Y | 0.0% | -17.3% | +17.2% | +3.7% |
| All | 0.0% | -15.5% | +15.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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