-4.9%
SHOP vs TRU
+2.1%
-7.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.6% | +2.8% | +5.0% |
| 7D | -9.0% | +10.5% | -19.6% | -13.5% |
| 30D | -4.4% | +28.7% | -33.1% | -17.2% |
| 3M | +24.1% | +0.7% | +23.5% | +23.5% |
| 6M | +20.0% | +19.3% | +0.6% | +6.4% |
| YTD | -4.9% | -3.7% | -1.2% | -7.1% |
| 1Y | -4.9% | +3.4% | -8.3% | -10.8% |
| All | -4.9% | +2.1% | -7.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling