+4,064.5%
SHOP vs TRU
+238.0%
+3,826.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +3.6% |
| 7D | -5.1% | -6.8% | +1.7% | -0.5% |
| 30D | +0.6% | 0.0% | +0.6% | +0.2% |
| 3M | +25.0% | +13.3% | +11.7% | +13.1% |
| 6M | +11.9% | +3.4% | +8.5% | +7.9% |
| YTD | -9.9% | -6.4% | -3.5% | -7.7% |
| 1Y | 0.0% | -9.7% | +9.7% | +3.6% |
| 3Y | +117.5% | +0.1% | +117.3% | +97.1% |
| 5Y | -6.6% | -34.0% | +27.4% | +14.9% |
| 10Y | +3,320.3% | +147.9% | +3,172.4% | +1,795.1% |
| All | +4,064.5% | +238.0% | +3,826.5% | +1,860.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling