+139.4%
SHOP vs TMF
-28.1%
+167.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | -2.5% | -3.4% | +0.9% | -2.1% |
| 30D | -16.7% | +11.5% | -28.2% | -17.6% |
| 3M | -2.2% | -4.5% | +2.3% | -1.7% |
| 6M | +45.6% | -15.0% | +60.5% | +47.6% |
| YTD | -7.3% | -19.9% | +12.6% | -5.7% |
| 1Y | -6.1% | -26.6% | +20.5% | -4.2% |
| All | +139.4% | -28.1% | +167.5% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling