+96.1%
SHOP vs TSLQ
-95.5%
+191.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.3% |
| 7D | -13.2% | +5.7% | -18.9% | -12.2% |
| 30D | -17.0% | -21.1% | +4.0% | -20.2% |
| 3M | +17.0% | -11.5% | +28.5% | +17.6% |
| 6M | -2.1% | -14.9% | +12.8% | -0.2% |
| YTD | -21.4% | +2.4% | -23.8% | -15.7% |
| 1Y | -11.0% | -49.8% | +38.8% | -14.2% |
| All | +96.1% | -95.5% | +191.6% | +92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling