-4.3%
SHOP vs TOST
-6.7%
+2.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -2.7% | +4.0% | -6.7% | -5.2% |
| 30D | -11.0% | +11.1% | -22.0% | -17.6% |
| 3M | +0.3% | +0.8% | -0.5% | -0.8% |
| 6M | +37.7% | +38.8% | -1.1% | +10.0% |
| YTD | -5.5% | -2.1% | -3.5% | -12.4% |
| All | -4.3% | -6.7% | +2.4% | -9.5% |
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