-5.0%
SHOP vs TKO
-3.3%
-1.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.4% |
| 7D | -10.6% | +0.7% | -11.3% | -10.9% |
| 30D | -18.3% | +0.9% | -19.2% | -18.9% |
| 3M | +14.8% | -6.2% | +21.0% | +18.4% |
| 6M | -5.0% | -5.6% | +0.6% | -2.0% |
| All | -5.0% | -3.3% | -1.7% | -2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling