-4.9%
SHOP vs TEM
-11.1%
+6.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.8% | +10.2% | +8.1% |
| 7D | -9.0% | -1.3% | -7.7% | -8.8% |
| 30D | -4.4% | -9.5% | +5.1% | -2.6% |
| 3M | +24.1% | +60.7% | -36.6% | +0.3% |
| 6M | +20.0% | +35.5% | -15.5% | +2.8% |
| YTD | -4.9% | +28.0% | -33.0% | -18.9% |
| 1Y | -4.9% | -10.5% | +5.6% | -3.1% |
| All | -4.9% | -11.1% | +6.2% | -3.1% |
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