+3,194.6%
SHOP vs TTD
+436.3%
+2,758.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.3% | -6.9% | -5.0% |
| 7D | +2.8% | +19.9% | -17.1% | -5.2% |
| 30D | -14.2% | +27.6% | -41.8% | -23.3% |
| 3M | -5.5% | +15.2% | -20.7% | -12.2% |
| 6M | +32.8% | -33.2% | +66.0% | +51.7% |
| YTD | -8.9% | -59.4% | +50.5% | +26.5% |
| 1Y | -7.7% | -64.4% | +56.6% | +35.4% |
| 3Y | +139.0% | -75.9% | +214.9% | +252.7% |
| 5Y | -0.5% | -82.6% | +82.1% | +63.5% |
| 10Y | +3,557.0% | +558.1% | +2,998.9% | +2,312.4% |
| All | +3,194.6% | +436.3% | +2,758.3% | +2,082.3% |
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