+3,557.0%
SHOP vs TFC
+82.1%
+3,475.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.2% |
| 30D | -14.2% | +9.0% | -23.2% | -17.1% |
| 3M | -5.5% | -2.1% | -3.4% | -4.7% |
| 6M | +32.8% | +3.4% | +29.4% | +30.6% |
| YTD | -8.9% | +5.3% | -14.2% | -11.4% |
| 1Y | -7.7% | +16.2% | -23.9% | -13.7% |
| 3Y | +139.0% | +94.8% | +44.2% | +87.2% |
| 5Y | -0.5% | -0.7% | +0.1% | -5.2% |
| 10Y | +3,557.0% | +80.9% | +3,476.2% | +2,773.1% |
| All | +3,557.0% | +82.1% | +3,475.0% | +2,773.1% |
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