+8,434.7%
SHOP vs TFC
+102.6%
+8,332.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -5.1% | +2.4% | -7.5% | -6.0% |
| 30D | +0.6% | -1.3% | +1.9% | +1.1% |
| 3M | +25.0% | +6.1% | +19.0% | +21.7% |
| 6M | +11.9% | +7.3% | +4.6% | +7.9% |
| YTD | -9.9% | +8.2% | -18.1% | -13.4% |
| 1Y | 0.0% | +14.4% | -14.5% | -6.2% |
| 3Y | +117.5% | +93.7% | +23.8% | +68.7% |
| 5Y | -6.6% | +16.4% | -23.0% | -14.1% |
| 10Y | +3,320.3% | +101.6% | +3,218.8% | +2,161.5% |
| All | +8,434.7% | +102.6% | +8,332.1% | +5,761.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling