+8,844.7%
SHOP vs TFC
+97.4%
+8,747.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.3% |
| 7D | -2.7% | +0.3% | -3.0% | -2.7% |
| 30D | -11.0% | +9.2% | -20.1% | -14.1% |
| 3M | +0.3% | -2.9% | +3.2% | +1.5% |
| 6M | +37.7% | +3.5% | +34.2% | +35.3% |
| YTD | -5.5% | +5.4% | -11.0% | -8.2% |
| 1Y | -0.2% | +17.3% | -17.5% | -7.2% |
| 3Y | +151.9% | +96.7% | +55.2% | +94.5% |
| 5Y | -2.2% | -1.1% | -1.1% | -6.0% |
| 10Y | +3,647.2% | +84.7% | +3,562.4% | +2,502.6% |
| All | +8,844.7% | +97.4% | +8,747.3% | +6,111.8% |
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