+130.1%
SHOP vs TLN
+602.5%
-472.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.8% | -10.3% | -8.3% |
| 7D | -4.1% | +10.9% | -15.0% | -6.7% |
| 30D | -11.5% | -6.3% | -5.2% | -10.4% |
| 3M | +21.1% | -10.7% | +31.7% | +22.2% |
| 6M | +3.0% | +1.6% | +1.4% | -1.5% |
| YTD | -16.7% | -13.1% | -3.6% | -17.2% |
| 1Y | -8.3% | -15.1% | +6.8% | -8.3% |
| 3Y | +112.8% | +495.0% | -382.2% | +39.5% |
| All | +130.1% | +602.5% | -472.4% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling