-4.9%
SHOP vs TPR
+20.9%
-25.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +6.8% |
| 7D | -9.0% | +12.6% | -21.7% | -10.4% |
| 30D | -4.4% | +7.1% | -11.6% | -5.3% |
| 3M | +24.1% | -19.4% | +43.5% | +26.9% |
| 6M | +20.0% | -9.7% | +29.7% | +18.7% |
| YTD | -4.9% | -1.0% | -3.9% | -7.5% |
| 1Y | -4.9% | +19.3% | -24.2% | -11.8% |
| All | -4.9% | +20.9% | -25.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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