-11.2%
SHOP vs TMF
-88.6%
+77.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -1.2% | -9.3% | +8.0% | +0.3% |
| 30D | -14.7% | +1.9% | -16.7% | -15.0% |
| 3M | -7.2% | -11.2% | +4.0% | -5.6% |
| 6M | +54.2% | -17.7% | +71.9% | +58.6% |
| YTD | -8.6% | -24.5% | +15.8% | -4.9% |
| 1Y | +0.5% | -29.4% | +29.9% | +5.5% |
| 3Y | +135.9% | -33.4% | +169.4% | +139.4% |
| All | -11.2% | -88.6% | +77.4% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling