+1.6%
SHOP vs TOST
-46.9%
+48.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.4% |
| 7D | -5.4% | +9.4% | -14.9% | -10.3% |
| 30D | -10.3% | +13.5% | -23.8% | -16.8% |
| 3M | +1.0% | -0.1% | +1.1% | +0.6% |
| 6M | +41.2% | +22.5% | +18.8% | +24.7% |
| YTD | -7.5% | -2.4% | -5.1% | -7.3% |
| 1Y | -4.6% | -4.7% | +0.1% | -3.4% |
| 3Y | +146.4% | +103.2% | +43.2% | +44.0% |
| 5Y | -2.5% | -41.2% | +38.7% | -26.3% |
| All | +1.6% | -46.9% | +48.5% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling