+148.9%
SHOP vs TLN
+583.6%
-434.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.5% |
| 7D | -5.1% | +7.1% | -12.2% | -6.8% |
| 30D | +0.6% | -3.9% | +4.5% | +1.3% |
| 3M | +25.0% | -16.2% | +41.2% | +28.7% |
| 6M | +11.9% | -5.8% | +17.7% | +9.5% |
| YTD | -9.9% | -15.4% | +5.6% | -9.7% |
| 1Y | 0.0% | -16.7% | +16.6% | +0.5% |
| 3Y | +117.5% | +473.8% | -356.3% | +44.1% |
| All | +148.9% | +583.6% | -434.6% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling