+8,524.1%
SHOP vs TPR
+402.4%
+8,121.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +2.8% | +12.1% | -9.2% | -1.8% |
| 30D | -14.2% | +16.7% | -30.9% | -19.5% |
| 3M | -5.5% | -17.4% | +11.9% | 0.0% |
| 6M | +32.8% | +2.3% | +30.5% | +29.0% |
| YTD | -8.9% | +7.1% | -16.1% | -14.6% |
| 1Y | -7.7% | +29.5% | -37.2% | -20.1% |
| 3Y | +139.0% | +415.0% | -276.0% | +18.5% |
| 5Y | -0.5% | +261.5% | -262.0% | -44.0% |
| 10Y | +3,557.0% | +383.3% | +3,173.7% | +1,664.3% |
| All | +8,524.1% | +402.4% | +8,121.7% | +5,586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling