+3,647.2%
SHOP vs TMF
-83.0%
+3,730.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | -11.0% | +16.3% | -27.3% | -11.6% |
| 3M | +0.3% | -2.7% | +3.0% | +0.4% |
| 6M | +37.7% | -13.2% | +50.9% | +38.5% |
| YTD | -5.5% | -16.7% | +11.1% | -4.9% |
| 1Y | -0.2% | -22.7% | +22.5% | +0.7% |
| 3Y | +151.9% | -26.1% | +178.0% | +152.3% |
| 5Y | -2.2% | -88.4% | +86.2% | -11.0% |
| 10Y | +3,647.2% | -81.8% | +3,729.0% | +3,672.4% |
| All | +3,647.2% | -83.0% | +3,730.2% | +3,672.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling