+3,160.4%
SHOP vs TTD
+401.9%
+2,758.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.8% | +1.3% |
| 7D | -5.1% | +6.3% | -11.4% | -7.7% |
| 30D | +0.6% | -23.9% | +24.5% | +10.5% |
| 3M | +25.0% | -31.4% | +56.4% | +43.4% |
| 6M | +11.9% | -42.7% | +54.6% | +35.8% |
| YTD | -9.9% | -62.0% | +52.1% | +30.3% |
| 1Y | 0.0% | -72.2% | +72.2% | +64.0% |
| 3Y | +117.5% | -81.9% | +199.4% | +267.0% |
| 5Y | -6.6% | -81.5% | +74.9% | +49.8% |
| All | +3,160.4% | +401.9% | +2,758.5% | +2,147.1% |
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