+379.6%
SHOP vs TSLQ
-97.8%
+477.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +1.1% |
| 7D | -1.2% | -16.8% | +15.6% | -5.1% |
| 30D | -14.7% | -18.0% | +3.2% | -17.3% |
| 3M | -7.2% | -34.5% | +27.3% | -13.6% |
| 6M | +54.2% | -8.9% | +63.1% | +60.6% |
| YTD | -8.6% | -19.0% | +10.4% | -4.4% |
| 1Y | +0.5% | -38.2% | +38.7% | -0.6% |
| 3Y | +135.9% | -96.9% | +232.9% | +61.3% |
| All | +379.6% | -97.8% | +477.4% | +271.7% |
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