-11.0%
SHOP vs TEM
-28.1%
+17.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.2% |
| 7D | -13.2% | -9.2% | -4.1% | -10.3% |
| 30D | -17.0% | +5.5% | -22.5% | -19.8% |
| 3M | +17.0% | +18.7% | -1.7% | +6.0% |
| 6M | -2.1% | +15.4% | -17.5% | -11.4% |
| YTD | -21.4% | -0.5% | -20.8% | -25.0% |
| 1Y | -11.0% | -24.8% | +13.9% | -5.2% |
| All | -11.0% | -28.1% | +17.2% | -5.2% |
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