-6.3%
SHOP vs TSLL
-42.8%
+36.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.0% | -2.2% |
| 7D | +2.1% | +33.0% | -30.9% | -2.6% |
| 30D | -16.8% | +7.7% | -24.5% | -18.5% |
| 3M | -2.4% | +34.7% | -37.1% | -8.5% |
| 6M | +47.0% | -31.5% | +78.5% | +52.8% |
| YTD | -8.8% | -42.4% | +33.5% | -4.3% |
| 1Y | -6.3% | -39.7% | +33.4% | -5.2% |
| All | -6.3% | -42.8% | +36.6% | -5.2% |
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