-12.8%
SHOP vs TRV
+162.8%
-175.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +1.2% |
| 7D | -11.2% | +1.9% | -13.2% | -11.7% |
| 30D | -14.4% | +1.7% | -16.1% | -14.8% |
| 3M | +16.6% | +23.9% | -7.3% | +10.4% |
| 6M | -0.6% | +26.3% | -26.8% | -6.5% |
| YTD | -20.0% | +30.8% | -50.8% | -25.7% |
| 1Y | -11.2% | +36.3% | -47.5% | -18.7% |
| 3Y | +99.5% | +145.0% | -45.5% | +54.4% |
| All | -12.8% | +162.8% | -175.6% | -34.4% |
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