-2.2%
SHOP vs TTD
-83.3%
+81.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.5% | -13.4% | -5.9% |
| 7D | -2.7% | +19.0% | -21.6% | -11.7% |
| 30D | -11.0% | +23.6% | -34.6% | -21.1% |
| 3M | +0.3% | +8.2% | -7.9% | -5.4% |
| 6M | +37.7% | -35.3% | +73.0% | +65.1% |
| YTD | -5.5% | -60.7% | +55.1% | +44.9% |
| 1Y | -0.2% | -65.3% | +65.0% | +63.6% |
| 3Y | +151.9% | -80.6% | +232.4% | +321.6% |
| 5Y | -2.2% | -84.6% | +82.4% | +71.2% |
| All | -2.2% | -83.3% | +81.1% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling