+124.7%
SHOP vs TEM
+111.1%
+13.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.0% | -8.9% | -0.1% |
| 7D | -2.7% | +7.6% | -10.3% | -4.2% |
| 30D | -11.0% | +19.0% | -30.0% | -14.5% |
| 3M | +0.3% | +62.2% | -61.9% | -11.5% |
| 6M | +37.7% | +69.4% | -31.6% | +19.5% |
| YTD | -5.5% | +43.0% | -48.5% | -15.6% |
| 1Y | -0.2% | +18.0% | -18.2% | -7.7% |
| All | +124.7% | +111.1% | +13.6% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling