-7.7%
SHOP vs TMF
-25.6%
+17.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -1.9% |
| 7D | +2.8% | -1.1% | +3.9% | +3.4% |
| 30D | -14.2% | +11.8% | -26.0% | -18.6% |
| 3M | -5.5% | -4.0% | -1.5% | -3.1% |
| 6M | +32.8% | -16.5% | +49.3% | +44.2% |
| YTD | -8.9% | -19.9% | +11.0% | -0.7% |
| 1Y | -7.7% | -25.6% | +17.8% | +9.0% |
| All | -7.7% | -25.6% | +17.8% | +9.0% |
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