-5.6%
SHOP vs TPR
+239.8%
-245.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | -2.3% | -2.8% | -3.7% |
| 30D | +0.6% | -23.0% | +23.6% | +15.1% |
| 3M | +25.0% | -12.5% | +37.5% | +31.7% |
| 6M | +11.9% | -21.4% | +33.3% | +23.4% |
| YTD | -9.9% | -3.5% | -6.4% | -14.2% |
| 1Y | 0.0% | +17.4% | -17.4% | -18.0% |
| 3Y | +117.5% | +291.3% | -173.8% | -31.5% |
| All | -5.6% | +239.8% | -245.4% | -70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling