+3,317.1%
SHOP vs TTD
+419.3%
+2,897.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.5% | -13.4% | -4.4% |
| 7D | -2.7% | +19.0% | -21.6% | -10.0% |
| 30D | -11.0% | +23.6% | -34.6% | -19.3% |
| 3M | +0.3% | +8.2% | -7.9% | -4.2% |
| 6M | +37.7% | -35.3% | +73.0% | +59.6% |
| YTD | -5.5% | -60.7% | +55.1% | +33.2% |
| 1Y | -0.2% | -65.3% | +65.0% | +48.2% |
| 3Y | +151.9% | -80.6% | +232.4% | +305.2% |
| 5Y | -2.2% | -84.6% | +82.4% | +68.1% |
| 10Y | +3,647.2% | +550.5% | +3,096.6% | +2,407.2% |
| All | +3,317.1% | +419.3% | +2,897.8% | +2,196.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling