+2,941.1%
SHOP vs TRU
+144.8%
+2,796.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -13.2% | -9.4% | -3.8% | -7.0% |
| 30D | -17.0% | -4.1% | -12.9% | -14.6% |
| 3M | +17.0% | +13.6% | +3.4% | +5.7% |
| 6M | -2.1% | +3.6% | -5.7% | -5.7% |
| YTD | -21.4% | -9.8% | -11.5% | -17.2% |
| 1Y | -11.0% | -13.6% | +2.7% | -4.4% |
| 3Y | +100.9% | -2.0% | +102.9% | +84.0% |
| 5Y | -14.7% | -35.8% | +21.1% | +7.8% |
| All | +2,941.1% | +144.8% | +2,796.3% | +1,784.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling