+96.4%
SHOP vs TRV
+140.3%
-43.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.5% |
| 7D | -10.6% | +0.2% | -10.8% | -10.6% |
| 30D | -18.3% | -2.3% | -16.0% | -17.8% |
| 3M | +14.8% | +22.7% | -7.9% | +10.3% |
| 6M | -5.0% | +21.9% | -27.0% | -8.8% |
| YTD | -21.2% | +27.5% | -48.7% | -25.3% |
| 1Y | -11.6% | +36.2% | -47.8% | -17.8% |
| All | +96.4% | +140.3% | -43.9% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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