-4.9%
SHOP vs TFC
+20.8%
-25.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.0% | +4.4% | +5.9% |
| 7D | -9.0% | +5.1% | -14.1% | -10.9% |
| 30D | -4.4% | +9.8% | -14.2% | -8.3% |
| 3M | +24.1% | -2.4% | +26.6% | +25.7% |
| 6M | +20.0% | +4.9% | +15.1% | +16.3% |
| YTD | -4.9% | +6.6% | -11.5% | -12.4% |
| 1Y | -4.9% | +21.3% | -26.2% | -26.4% |
| All | -4.9% | +20.8% | -25.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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