+137.9%
SHOP vs TSLL
-27.3%
+165.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -21.9% | +15.8% | -2.3% |
| 7D | -13.9% | -28.9% | +15.0% | -9.1% |
| 30D | -12.6% | -21.4% | +8.9% | -9.5% |
| 3M | -0.3% | +5.0% | -5.3% | -2.7% |
| 6M | +33.6% | -36.6% | +70.1% | +37.5% |
| YTD | -10.7% | -56.6% | +46.0% | -2.5% |
| 1Y | -11.8% | -60.9% | +49.1% | -2.5% |
| All | +137.9% | -27.3% | +165.2% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling