+305.2%
SHOP vs TSLL
-58.7%
+363.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.6% | -5.1% | +1.8% |
| 7D | -5.4% | -21.2% | +15.8% | -1.2% |
| 30D | -10.3% | -13.3% | +3.0% | -8.4% |
| 3M | +1.0% | +15.4% | -14.4% | -4.0% |
| 6M | +41.2% | -34.2% | +75.5% | +45.0% |
| YTD | -7.5% | -52.9% | +45.4% | +0.9% |
| 1Y | -4.6% | -54.3% | +49.8% | +4.1% |
| 3Y | +146.4% | -18.4% | +164.8% | +80.0% |
| All | +305.2% | -58.7% | +363.9% | +298.7% |
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