+21.0%
SHOP vs TPG
+74.1%
-53.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.5% |
| 7D | -11.2% | -9.4% | -1.8% | -4.1% |
| 30D | -14.4% | -5.3% | -9.1% | -10.8% |
| 3M | +16.6% | +12.9% | +3.7% | +4.5% |
| 6M | -0.6% | +20.1% | -20.6% | -16.0% |
| YTD | -20.0% | -22.5% | +2.5% | -4.9% |
| 1Y | -11.2% | -19.7% | +8.5% | +1.6% |
| 3Y | +99.5% | +81.2% | +18.3% | +11.3% |
| All | +21.0% | +74.1% | -53.1% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 5y: compounded portfolio wealth divided by compounded TPG 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…
5y analysis · Full analysis span regression · 6 months rolling