+7,347.1%
SHOP vs TMO
+377.9%
+6,969.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -13.2% | -2.5% | -10.8% | -11.4% |
| 30D | -17.0% | -0.3% | -16.7% | -16.9% |
| 3M | +17.0% | +25.3% | -8.3% | -3.3% |
| 6M | -2.1% | +20.9% | -23.0% | -17.2% |
| YTD | -21.4% | +4.3% | -25.7% | -25.2% |
| 1Y | -11.0% | +27.0% | -38.0% | -28.6% |
| 3Y | +100.9% | +17.5% | +83.4% | +63.1% |
| 5Y | -14.7% | +6.9% | -21.6% | -22.7% |
| 10Y | +2,984.8% | +332.0% | +2,652.8% | +840.7% |
| All | +7,347.1% | +377.9% | +6,969.1% | +2,033.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling