-4.9%
SHOP vs TMF
-23.9%
+19.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.9% | +6.3% |
| 7D | -9.0% | +4.0% | -13.0% | -10.3% |
| 30D | -4.4% | +19.5% | -23.9% | -11.5% |
| 3M | +24.1% | -3.5% | +27.6% | +26.9% |
| 6M | +20.0% | -10.6% | +30.6% | +25.6% |
| YTD | -4.9% | -17.1% | +12.1% | +1.7% |
| 1Y | -4.9% | -24.3% | +19.3% | +6.8% |
| All | -4.9% | -23.9% | +19.0% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling