-4.6%
SHOP vs TMF
-22.9%
+18.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | -5.4% | +1.2% | -6.7% | -5.9% |
| 30D | -10.3% | +19.7% | -30.0% | -17.5% |
| 3M | +1.0% | -2.1% | +3.1% | +2.7% |
| 6M | +41.2% | -13.4% | +54.7% | +50.9% |
| YTD | -7.5% | -16.7% | +9.2% | -0.8% |
| 1Y | -4.6% | -23.3% | +18.8% | +12.3% |
| All | -4.6% | -22.9% | +18.3% | +12.3% |
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