-4.9%
SHOP vs TT
-6.5%
+1.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.7% | +9.0% | +7.6% |
| 7D | -9.0% | -8.5% | -0.6% | -7.8% |
| 30D | -4.4% | -12.8% | +8.4% | -2.5% |
| 3M | +24.1% | -12.9% | +37.0% | +26.5% |
| 6M | +20.0% | -15.2% | +35.2% | +22.4% |
| YTD | -4.9% | +6.2% | -11.1% | -11.2% |
| 1Y | -4.9% | -4.5% | -0.4% | -0.6% |
| All | -4.9% | -6.5% | +1.6% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling