+8,434.7%
SHOP vs TRV
+354.0%
+8,080.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | -5.1% | -0.1% | -5.0% | -5.0% |
| 30D | +0.6% | -3.4% | +4.0% | +1.7% |
| 3M | +25.0% | +26.4% | -1.4% | +15.9% |
| 6M | +11.9% | +19.3% | -7.4% | +5.5% |
| YTD | -9.9% | +28.3% | -38.2% | -17.2% |
| 1Y | 0.0% | +34.3% | -34.3% | -9.7% |
| 3Y | +117.5% | +140.1% | -22.6% | +60.0% |
| 5Y | -6.6% | +155.7% | -162.4% | -33.8% |
| 10Y | +3,320.3% | +285.5% | +3,034.8% | +1,832.8% |
| All | +8,434.7% | +354.0% | +8,080.7% | +4,255.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling