+8,844.7%
SHOP vs TER
+1,175.5%
+7,669.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.7% | -10.6% | -3.7% |
| 7D | -2.7% | -5.8% | +3.1% | -1.3% |
| 30D | -11.0% | -38.9% | +27.9% | +9.2% |
| 3M | +0.3% | -35.1% | +35.4% | +16.3% |
| 6M | +37.7% | -31.6% | +69.3% | +41.0% |
| YTD | -5.5% | +27.2% | -32.8% | -39.0% |
| 1Y | -0.2% | +35.2% | -35.4% | -38.1% |
| 3Y | +151.9% | +192.8% | -40.9% | -17.1% |
| 5Y | -2.2% | +72.4% | -74.6% | -54.1% |
| 10Y | +3,647.2% | +1,001.8% | +2,645.3% | +472.8% |
| All | +8,844.7% | +1,175.5% | +7,669.2% | +1,123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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