+152.3%
SHOP vs TLN
+710.8%
-558.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.9% |
| 7D | -1.2% | +11.0% | -12.3% | -3.8% |
| 30D | -14.7% | +4.9% | -19.6% | -16.2% |
| 3M | -7.2% | +4.9% | -12.1% | -9.4% |
| 6M | +54.2% | +7.1% | +47.1% | +46.3% |
| YTD | -8.6% | +0.3% | -8.9% | -13.2% |
| 1Y | +0.5% | +5.9% | -5.4% | -6.6% |
| 3Y | +135.9% | +578.5% | -442.5% | +47.7% |
| All | +152.3% | +710.8% | -558.5% | +60.0% |
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