-14.7%
SHOP vs TKO
+303.5%
-318.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -13.2% | +0.1% | -13.3% | -13.4% |
| 30D | -17.0% | -2.6% | -14.4% | -16.3% |
| 3M | +17.0% | -7.8% | +24.8% | +20.7% |
| 6M | -2.1% | -7.0% | +4.9% | +0.5% |
| YTD | -21.4% | -8.5% | -12.8% | -18.9% |
| 1Y | -11.0% | -1.3% | -9.7% | -11.7% |
| 3Y | +100.9% | +105.0% | -4.0% | +43.3% |
| 5Y | -14.7% | +292.9% | -307.6% | -70.1% |
| All | -14.7% | +303.5% | -318.2% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling