-5.6%
SHOP vs TT
+140.2%
-145.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.2% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +0.6% | -7.2% | +7.7% | +6.7% |
| 3M | +25.0% | -3.0% | +28.0% | +26.2% |
| 6M | +11.9% | +1.4% | +10.6% | +6.5% |
| YTD | -9.9% | +15.9% | -25.8% | -25.7% |
| 1Y | 0.0% | +9.4% | -9.5% | -13.4% |
| 3Y | +117.5% | +124.4% | -6.9% | -17.7% |
| All | -5.6% | +140.2% | -145.7% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling