-4.3%
SHOP vs TSLL
-47.7%
+43.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +10.9% | -8.8% | +0.4% |
| 7D | -2.7% | -14.3% | +11.6% | -0.8% |
| 30D | -11.0% | -6.2% | -4.8% | -10.8% |
| 3M | +0.3% | +21.2% | -20.9% | -4.3% |
| 6M | +37.7% | -36.6% | +74.3% | +44.2% |
| YTD | -5.5% | -47.8% | +42.2% | +0.8% |
| All | -4.3% | -47.7% | +43.4% | +0.9% |
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