+0.5%
SHOP vs TEM
+3.5%
-3.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +1.8% |
| 7D | -1.2% | -5.9% | +4.6% | +0.3% |
| 30D | -14.7% | +4.8% | -19.5% | -16.3% |
| 3M | -7.2% | +31.9% | -39.1% | -18.8% |
| 6M | +54.2% | +56.0% | -1.8% | +22.1% |
| YTD | -8.6% | +21.3% | -29.9% | -20.6% |
| 1Y | +0.5% | +5.4% | -4.9% | -7.1% |
| All | +0.5% | +3.5% | -3.0% | -7.1% |
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