+3,003.4%
SHOP vs TPR
+305.2%
+2,698.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.7% | -3.8% | -6.1% |
| 7D | -4.1% | -3.4% | -0.7% | -2.7% |
| 30D | -11.5% | -27.3% | +15.8% | -1.1% |
| 3M | +21.1% | -16.2% | +37.3% | +27.8% |
| 6M | +3.0% | -17.9% | +20.9% | +8.3% |
| YTD | -16.7% | -7.1% | -9.6% | -17.1% |
| 1Y | -8.3% | +13.6% | -21.9% | -16.3% |
| 3Y | +112.8% | +293.7% | -180.9% | +18.1% |
| 5Y | -9.3% | +239.1% | -248.4% | -46.9% |
| 10Y | +3,003.4% | +311.2% | +2,692.3% | +1,626.1% |
| All | +3,003.4% | +305.2% | +2,698.2% | +1,626.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling