-4.9%
SHOP vs TSLL
-48.4%
+43.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -6.3% | +13.7% | +8.3% |
| 7D | -9.0% | -9.4% | +0.4% | -7.6% |
| 30D | -4.4% | +1.6% | -6.0% | -5.0% |
| 3M | +24.1% | +29.4% | -5.3% | +17.2% |
| 6M | +20.0% | -20.1% | +40.1% | +18.2% |
| YTD | -4.9% | -44.5% | +39.6% | +1.5% |
| 1Y | -4.9% | -46.0% | +41.1% | +0.3% |
| All | -4.9% | -48.4% | +43.5% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling