+312.8%
SHOP vs TSLQ
-97.2%
+410.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.4% |
| 7D | -13.2% | +5.7% | -18.9% | -12.0% |
| 30D | -17.0% | -21.1% | +4.0% | -20.8% |
| 3M | +17.0% | -11.5% | +28.5% | +17.5% |
| 6M | -2.1% | -14.9% | +12.8% | -0.1% |
| YTD | -21.4% | +2.4% | -23.8% | -14.8% |
| 1Y | -11.0% | -49.8% | +38.8% | -15.4% |
| 3Y | +100.9% | -95.8% | +196.7% | +51.2% |
| All | +312.8% | -97.2% | +410.0% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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