-4.9%
SHOP vs TKO
+5.6%
-10.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.4% | +4.0% | +6.0% |
| 7D | -9.0% | +11.3% | -20.3% | -12.7% |
| 30D | -4.4% | +9.3% | -13.7% | -7.8% |
| 3M | +24.1% | +5.3% | +18.8% | +20.9% |
| 6M | +20.0% | +4.9% | +15.1% | +17.4% |
| YTD | -4.9% | -6.3% | +1.4% | -3.3% |
| 1Y | -4.9% | +4.9% | -9.8% | -6.3% |
| All | -4.9% | +5.6% | -10.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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