+7,788.2%
SHOP vs TKO
+1,581.6%
+6,206.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.0% | -12.6% | -9.2% |
| 7D | -4.1% | +7.2% | -11.3% | -6.5% |
| 30D | -11.5% | +4.7% | -16.2% | -13.1% |
| 3M | +21.1% | -3.2% | +24.3% | +21.9% |
| 6M | +3.0% | -2.9% | +5.9% | +3.6% |
| YTD | -16.7% | -5.8% | -10.9% | -15.5% |
| 1Y | -8.3% | -1.1% | -7.2% | -8.7% |
| 3Y | +112.8% | +111.1% | +1.7% | +64.6% |
| 5Y | -9.3% | +315.6% | -324.8% | -44.5% |
| 10Y | +3,003.4% | +978.5% | +2,025.0% | +1,316.7% |
| All | +7,788.2% | +1,581.6% | +6,206.6% | +4,524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling