+373.1%
SHOP vs TSLQ
-97.0%
+470.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.0% | -12.5% | +2.2% |
| 7D | -5.1% | -5.8% | +0.7% | -6.0% |
| 30D | +0.6% | -22.1% | +22.7% | -4.1% |
| 3M | +25.0% | +10.1% | +15.0% | +33.2% |
| 6M | +11.9% | -6.8% | +18.7% | +16.9% |
| YTD | -9.9% | +8.5% | -18.4% | -0.9% |
| 1Y | 0.0% | -49.7% | +49.7% | -5.0% |
| 3Y | +117.5% | -95.6% | +213.1% | +64.8% |
| All | +373.1% | -97.0% | +470.1% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling