+146.4%
SHOP vs TPR
+407.4%
-261.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +4.0% |
| 7D | -5.4% | +14.2% | -19.6% | -10.3% |
| 30D | -10.3% | +17.1% | -27.4% | -15.8% |
| 3M | +1.0% | -17.7% | +18.7% | +7.4% |
| 6M | +41.2% | -10.2% | +51.4% | +43.2% |
| YTD | -7.5% | +4.9% | -12.4% | -13.9% |
| 1Y | -4.6% | +36.1% | -40.7% | -22.5% |
| 3Y | +146.4% | +416.5% | -270.0% | +26.3% |
| All | +146.4% | +407.4% | -261.0% | +26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling