+96.4%
SHOP vs TRU
-2.1%
+98.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.0% |
| 7D | -10.6% | -6.5% | -4.1% | -7.1% |
| 30D | -18.3% | -2.5% | -15.8% | -17.2% |
| 3M | +14.8% | +10.4% | +4.5% | +7.4% |
| 6M | -5.0% | +1.6% | -6.7% | -6.8% |
| YTD | -21.2% | -9.7% | -11.5% | -17.8% |
| 1Y | -11.6% | -17.3% | +5.6% | -3.7% |
| All | +96.4% | -2.1% | +98.5% | +98.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling