+120.5%
SHOP vs TOST
+55.9%
+64.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -5.1% | -3.4% | -1.7% | -3.5% |
| 30D | +0.6% | -2.4% | +3.0% | +1.7% |
| 3M | +25.0% | +34.6% | -9.6% | +9.2% |
| 6M | +11.9% | +15.2% | -3.3% | +4.5% |
| YTD | -9.9% | -4.4% | -5.5% | -9.5% |
| 1Y | 0.0% | -17.4% | +17.4% | +5.8% |
| All | +120.5% | +55.9% | +64.6% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling