+298.9%
SHOP vs TSLL
-53.8%
+352.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.8% |
| 7D | +2.8% | -11.0% | +13.9% | +4.6% |
| 30D | -14.2% | -5.3% | -8.9% | -14.1% |
| 3M | -5.5% | +20.8% | -26.3% | -11.1% |
| 6M | +32.8% | -36.0% | +68.8% | +37.4% |
| YTD | -8.9% | -47.3% | +38.4% | -3.0% |
| 1Y | -7.7% | -48.4% | +40.7% | -1.9% |
| 3Y | +139.0% | -5.4% | +144.5% | +68.4% |
| All | +298.9% | -53.8% | +352.7% | +283.1% |
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