+87.4%
SHOP vs TEM
+53.2%
+34.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.7% | -0.8% | -4.5% |
| 7D | -10.6% | -1.1% | -9.6% | -10.4% |
| 30D | -18.3% | +11.3% | -29.6% | -20.8% |
| 3M | +14.8% | +25.5% | -10.7% | +7.6% |
| 6M | -5.0% | +17.1% | -22.2% | -10.0% |
| YTD | -21.2% | +3.8% | -25.0% | -23.7% |
| 1Y | -11.6% | -24.4% | +12.7% | -9.7% |
| All | +87.4% | +53.2% | +34.2% | +55.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling