+294.8%
SHOP vs TSLL
-57.4%
+352.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.8% | +11.3% | +1.9% |
| 7D | -5.1% | +1.9% | -7.0% | -5.9% |
| 30D | +0.6% | +17.8% | -17.2% | -3.5% |
| 3M | +25.0% | -37.0% | +62.0% | +32.8% |
| 6M | +11.9% | -37.7% | +49.6% | +17.2% |
| YTD | -9.9% | -51.4% | +41.5% | -1.0% |
| 1Y | 0.0% | -23.4% | +23.3% | -2.9% |
| 3Y | +117.5% | -30.8% | +148.3% | +69.5% |
| All | +294.8% | -57.4% | +352.2% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling