+3,003.4%
SHOP vs TT
+899.5%
+2,103.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.2% | -7.3% |
| 7D | -4.1% | +1.6% | -5.7% | -5.0% |
| 30D | -11.5% | -7.3% | -4.2% | -7.4% |
| 3M | +21.1% | -2.6% | +23.6% | +21.8% |
| 6M | +3.0% | +5.9% | -2.9% | -2.8% |
| YTD | -16.7% | +15.4% | -32.1% | -26.5% |
| 1Y | -8.3% | +8.2% | -16.5% | -15.8% |
| 3Y | +112.8% | +122.7% | -9.8% | +21.9% |
| 5Y | -9.3% | +145.0% | -154.2% | -52.3% |
| 10Y | +3,003.4% | +893.7% | +2,109.7% | +720.9% |
| All | +3,003.4% | +899.5% | +2,103.9% | +720.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling