+2,913.5%
SHOP vs TTD
+387.7%
+2,525.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.7% | -6.4% |
| 7D | -4.1% | +1.7% | -5.8% | -4.8% |
| 30D | -11.5% | +1.6% | -13.1% | -12.2% |
| 3M | +21.1% | -27.8% | +48.9% | +35.9% |
| 6M | +3.0% | -52.1% | +55.1% | +36.0% |
| YTD | -16.7% | -63.1% | +46.4% | +22.0% |
| 1Y | -8.3% | -73.1% | +64.8% | +52.5% |
| 3Y | +112.8% | -83.3% | +196.1% | +272.0% |
| 5Y | -9.3% | -80.6% | +71.4% | +43.6% |
| All | +2,913.5% | +387.7% | +2,525.8% | +2,004.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling