+87.1%
SHOP vs TEM
+46.9%
+40.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.7% |
| 7D | -13.2% | -9.2% | -4.1% | -11.4% |
| 30D | -17.0% | +5.5% | -22.5% | -18.7% |
| 3M | +17.0% | +18.7% | -1.7% | +10.9% |
| 6M | -2.1% | +15.4% | -17.5% | -7.0% |
| YTD | -21.4% | -0.5% | -20.8% | -23.1% |
| 1Y | -11.0% | -24.8% | +13.9% | -8.8% |
| All | +87.1% | +46.9% | +40.3% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling