+151.9%
SHOP vs TFC
+91.2%
+60.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +0.7% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -11.0% | +9.2% | -20.1% | -16.4% |
| 3M | +0.3% | -2.9% | +3.2% | +2.4% |
| 6M | +37.7% | +3.5% | +34.2% | +33.1% |
| YTD | -5.5% | +5.4% | -11.0% | -11.0% |
| 1Y | -0.2% | +17.3% | -17.5% | -13.8% |
| 3Y | +151.9% | +96.7% | +55.2% | +60.9% |
| All | +151.9% | +91.2% | +60.7% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling