+45.6%
SHOP vs TEM
+60.9%
-15.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | -2.5% | +5.1% | -7.5% | -3.4% |
| 30D | -16.7% | +16.8% | -33.5% | -19.0% |
| 3M | -2.2% | +42.6% | -44.8% | -10.2% |
| 6M | +45.6% | +63.9% | -18.3% | +24.5% |
| All | +45.6% | +60.9% | -15.3% | +24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling