-4.9%
SHOP vs TTD
-72.7%
+67.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.5% | +6.4% |
| 7D | -9.0% | +3.7% | -12.7% | -10.1% |
| 30D | -4.4% | +10.4% | -14.9% | -7.7% |
| 3M | +24.1% | -31.6% | +55.7% | +39.1% |
| 6M | +20.0% | -45.1% | +65.1% | +45.3% |
| YTD | -4.9% | -65.1% | +60.2% | +39.8% |
| 1Y | -4.9% | -72.0% | +67.1% | +57.9% |
| All | -4.9% | -72.7% | +67.7% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 1y: compounded portfolio wealth divided by compounded TTD 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…
1y analysis · Full analysis span regression · 6 months rolling