+8,434.7%
SHOP vs TT
+893.2%
+7,541.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.9% |
| 7D | -5.1% | -0.2% | -4.9% | -4.9% |
| 30D | +0.6% | -7.4% | +8.0% | +5.2% |
| 3M | +25.0% | -3.2% | +28.2% | +26.4% |
| 6M | +11.9% | +1.1% | +10.8% | +8.7% |
| YTD | -9.9% | +15.6% | -25.5% | -20.4% |
| 1Y | 0.0% | +9.2% | -9.2% | -8.6% |
| 3Y | +117.5% | +124.4% | -6.9% | +25.1% |
| 5Y | -6.6% | +138.0% | -144.7% | -49.4% |
| 10Y | +3,320.3% | +886.4% | +2,433.9% | +770.7% |
| All | +8,434.7% | +893.2% | +7,541.5% | +2,020.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling