+313.4%
SHOP vs TSLQ
-97.3%
+410.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.6% | -5.4% |
| 7D | -10.6% | -8.0% | -2.6% | -12.1% |
| 30D | -18.3% | -23.8% | +5.5% | -22.6% |
| 3M | +14.8% | -7.0% | +21.8% | +16.8% |
| 6M | -5.0% | -17.1% | +12.1% | -3.6% |
| YTD | -21.2% | +0.1% | -21.3% | -15.1% |
| 1Y | -11.6% | -51.2% | +39.6% | -16.6% |
| 3Y | +101.2% | -95.9% | +197.1% | +50.6% |
| All | +313.4% | -97.3% | +410.7% | +229.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling