+2,941.1%
SHOP vs TFC
+98.5%
+2,842.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -13.2% | -2.5% | -10.7% | -12.2% |
| 30D | -17.0% | -2.8% | -14.2% | -16.0% |
| 3M | +17.0% | +2.1% | +14.9% | +15.8% |
| 6M | -2.1% | +10.1% | -12.2% | -6.4% |
| YTD | -21.4% | +5.4% | -26.8% | -23.4% |
| 1Y | -11.0% | +16.3% | -27.3% | -16.8% |
| 3Y | +100.9% | +95.9% | +5.1% | +57.5% |
| 5Y | -14.7% | +16.0% | -30.7% | -21.1% |
| All | +2,941.1% | +98.5% | +2,842.6% | +2,172.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling