+300.2%
SHOP vs TSLL
-51.4%
+351.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.0% |
| 7D | -1.2% | +17.8% | -19.1% | -4.7% |
| 30D | -14.7% | +8.2% | -23.0% | -17.0% |
| 3M | -7.2% | +20.9% | -28.1% | -12.8% |
| 6M | +54.2% | -37.5% | +91.7% | +60.9% |
| YTD | -8.6% | -44.5% | +35.9% | -3.8% |
| 1Y | +0.5% | -33.0% | +33.5% | +0.9% |
| 3Y | +135.9% | -6.4% | +142.3% | +68.1% |
| All | +300.2% | -51.4% | +351.6% | +280.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling