+33.6%
SHOP vs TOST
+20.0%
+13.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.7% |
| 7D | -13.9% | +11.6% | -25.5% | -19.8% |
| 30D | -12.6% | +16.2% | -28.8% | -21.1% |
| 3M | -0.3% | +1.0% | -1.4% | -1.2% |
| 6M | +33.6% | +23.2% | +10.4% | +15.7% |
| All | +33.6% | +20.0% | +13.5% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling