-15.7%
SHOP vs TRGP
+639.4%
-655.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.0% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | -18.3% | +9.5% | -27.7% | -22.0% |
| 3M | +14.8% | +10.8% | +4.0% | +7.3% |
| 6M | -5.0% | +25.3% | -30.4% | -17.8% |
| YTD | -21.2% | +60.3% | -81.5% | -41.0% |
| 1Y | -11.6% | +84.6% | -96.2% | -40.0% |
| 3Y | +101.2% | +264.4% | -163.1% | -6.0% |
| 5Y | -15.7% | +636.6% | -652.3% | -71.4% |
| All | -15.7% | +639.4% | -655.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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