-6.5%
SHOP vs TFC
+14.8%
-21.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.1% | -5.4% | -6.6% |
| 7D | -4.1% | +2.2% | -6.3% | -4.9% |
| 30D | -11.5% | -2.5% | -9.0% | -10.5% |
| 3M | +21.1% | +4.5% | +16.5% | +18.1% |
| 6M | +3.0% | +11.0% | -8.0% | -4.8% |
| YTD | -16.7% | +5.9% | -22.6% | -20.4% |
| All | -6.5% | +14.8% | -21.4% | -16.2% |
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