-4.9%
SHOP vs TMO
+26.9%
-31.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.7% |
| 7D | -9.0% | +0.3% | -9.3% | -9.2% |
| 30D | -4.4% | +4.3% | -8.8% | -6.9% |
| 3M | +24.1% | +25.1% | -1.0% | +8.4% |
| 6M | +20.0% | +52.9% | -32.9% | -9.5% |
| YTD | -4.9% | +22.2% | -27.1% | -21.4% |
| 1Y | -4.9% | +25.4% | -30.3% | -23.5% |
| All | -4.9% | +26.9% | -31.8% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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