-1.9%
SHOP vs TOST
-46.1%
+44.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -5.7% |
| 7D | -13.9% | +11.6% | -25.5% | -19.2% |
| 30D | -12.6% | +16.2% | -28.8% | -20.0% |
| 3M | -0.3% | +1.0% | -1.4% | -1.4% |
| 6M | +33.6% | +23.2% | +10.4% | +17.6% |
| YTD | -10.7% | -1.0% | -9.7% | -11.2% |
| 1Y | -11.8% | -9.9% | -1.9% | -7.9% |
| 3Y | +133.9% | +101.0% | +32.8% | +37.8% |
| 5Y | -5.9% | -40.4% | +34.5% | -29.4% |
| All | -1.9% | -46.1% | +44.2% | -25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling