+120.5%
SHOP vs TT
+125.0%
-4.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.0% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.6% | -7.2% | +7.7% | +4.4% |
| 3M | +25.0% | -3.0% | +28.0% | +25.8% |
| 6M | +11.9% | +1.4% | +10.6% | +8.3% |
| YTD | -9.9% | +15.9% | -25.8% | -21.0% |
| 1Y | 0.0% | +9.4% | -9.5% | -9.1% |
| All | +120.5% | +125.0% | -4.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling