-11.2%
SHOP vs TRV
+180.6%
-191.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.2% | +2.0% | -3.3% | -1.8% |
| 30D | -14.7% | +6.7% | -21.5% | -16.2% |
| 3M | -7.2% | +9.4% | -16.6% | -9.5% |
| 6M | +54.2% | +37.7% | +16.5% | +41.7% |
| YTD | -8.6% | +40.6% | -49.2% | -16.8% |
| 1Y | +0.5% | +42.4% | -41.9% | -8.8% |
| 3Y | +135.9% | +148.1% | -12.2% | +82.5% |
| All | -11.2% | +180.6% | -191.8% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling