-4.9%
SHOP vs TOST
+2.2%
-7.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.5% | +1.8% | +3.7% |
| 7D | -9.0% | +10.7% | -19.8% | -15.1% |
| 30D | -4.4% | +17.7% | -22.2% | -14.7% |
| 3M | +24.1% | +4.6% | +19.5% | +20.0% |
| 6M | +20.0% | +20.3% | -0.3% | +4.6% |
| YTD | -4.9% | -0.4% | -4.5% | -12.4% |
| 1Y | -4.9% | -0.8% | -4.2% | -12.6% |
| All | -4.9% | +2.2% | -7.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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