-9.3%
SHOP vs TMF
-87.6%
+78.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.6% |
| 7D | -4.1% | +1.0% | -5.1% | -4.2% |
| 30D | -11.5% | -1.8% | -9.7% | -11.3% |
| 3M | +21.1% | -8.2% | +29.3% | +22.5% |
| 6M | +3.0% | -19.5% | +22.5% | +6.1% |
| YTD | -16.7% | -16.0% | -0.7% | -14.8% |
| 1Y | -8.3% | -22.5% | +14.2% | -5.3% |
| 3Y | +112.8% | -42.3% | +155.1% | +119.7% |
| 5Y | -9.3% | -87.7% | +78.4% | -11.4% |
| All | -9.3% | -87.6% | +78.4% | -11.4% |
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 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