-12.8%
SHOP vs TMO
+7.9%
-20.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +0.9% |
| 7D | -11.2% | -0.6% | -10.6% | -10.7% |
| 30D | -14.4% | +1.1% | -15.5% | -15.2% |
| 3M | +16.6% | +28.3% | -11.7% | -5.2% |
| 6M | -0.6% | +23.3% | -23.8% | -16.9% |
| YTD | -20.0% | +5.5% | -25.4% | -24.4% |
| 1Y | -11.2% | +24.5% | -35.7% | -27.5% |
| 3Y | +99.5% | +19.6% | +79.9% | +56.6% |
| All | -12.8% | +7.9% | -20.7% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling