-8.3%
SHOP vs TTD
-73.2%
+64.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.7% | -6.6% |
| 7D | -4.1% | +1.7% | -5.8% | -4.6% |
| 30D | -11.5% | +1.6% | -13.1% | -12.1% |
| 3M | +21.1% | -27.8% | +48.9% | +33.1% |
| 6M | +3.0% | -52.1% | +55.1% | +31.2% |
| YTD | -16.7% | -63.1% | +46.4% | +17.2% |
| 1Y | -8.3% | -73.1% | +64.8% | +43.4% |
| All | -8.3% | -73.2% | +64.9% | +43.4% |
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