+3,781.0%
SHOP vs TT
+725.1%
+3,055.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +1.1% |
| 7D | -1.2% | +4.0% | -5.3% | -3.6% |
| 30D | -14.7% | -11.3% | -3.4% | -8.7% |
| 3M | -7.2% | -12.3% | +5.1% | -0.1% |
| 6M | +54.2% | -10.8% | +65.0% | +62.4% |
| YTD | -8.6% | +8.2% | -16.8% | -16.6% |
| 1Y | +0.5% | +1.5% | -1.0% | -4.4% |
| 3Y | +135.9% | +91.5% | +44.5% | +47.8% |
| 5Y | -11.9% | +130.2% | -142.1% | -52.4% |
| All | +3,781.0% | +725.1% | +3,055.9% | +1,052.1% |
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