+8,680.0%
SHOP vs TFC
+97.2%
+8,582.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -2.5% | -1.2% | -1.3% | -1.9% |
| 30D | -16.7% | +7.8% | -24.5% | -19.2% |
| 3M | -2.2% | -3.0% | +0.8% | -1.0% |
| 6M | +45.6% | +5.8% | +39.8% | +41.6% |
| YTD | -7.3% | +5.3% | -12.6% | -9.8% |
| 1Y | -6.1% | +15.7% | -21.8% | -12.2% |
| 3Y | +143.3% | +94.8% | +48.5% | +88.6% |
| 5Y | +0.2% | 0.0% | +0.1% | -3.9% |
| 10Y | +3,663.5% | +79.0% | +3,584.5% | +2,561.9% |
| All | +8,680.0% | +97.2% | +8,582.8% | +6,001.2% |
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 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