+8,434.7%
SHOP vs TRMB
+143.7%
+8,291.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.2% |
| 7D | -5.1% | -2.5% | -2.6% | -3.4% |
| 30D | +0.6% | +1.5% | -0.9% | -0.5% |
| 3M | +25.0% | +6.8% | +18.3% | +19.4% |
| 6M | +11.9% | -14.9% | +26.9% | +25.0% |
| YTD | -9.9% | -24.1% | +14.2% | +9.0% |
| 1Y | 0.0% | -25.4% | +25.4% | +22.4% |
| 3Y | +117.5% | +8.0% | +109.5% | +108.4% |
| 5Y | -6.6% | -37.3% | +30.7% | +25.6% |
| 10Y | +3,320.3% | +116.8% | +3,203.5% | +2,609.0% |
| All | +8,434.7% | +143.7% | +8,291.0% | +5,964.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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