-14.7%
SHOP vs TRI
-11.1%
-3.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.7% |
| 7D | -13.2% | -14.4% | +1.1% | -4.4% |
| 30D | -17.0% | -8.1% | -8.9% | -12.8% |
| 3M | +17.0% | +17.5% | -0.5% | +1.0% |
| 6M | -2.1% | -5.0% | +2.8% | -2.5% |
| YTD | -21.4% | -24.7% | +3.3% | -5.9% |
| 1Y | -11.0% | -41.5% | +30.5% | +31.8% |
| 3Y | +100.9% | -20.3% | +121.3% | +69.7% |
| 5Y | -14.7% | -10.9% | -3.8% | -47.4% |
| All | -14.7% | -11.1% | -3.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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