+3,772.8%
SHOP vs TTMI
+408.9%
+3,364.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.7% |
| 7D | +2.1% | +22.6% | -20.5% | -4.3% |
| 30D | -16.8% | -34.3% | +17.5% | -8.5% |
| 3M | -2.4% | -44.8% | +42.4% | +11.6% |
| 6M | +47.0% | -53.3% | +100.3% | +69.0% |
| YTD | -8.8% | +10.6% | -19.4% | -31.4% |
| 1Y | -6.3% | +8.2% | -14.5% | -30.0% |
| 3Y | +139.3% | +435.7% | -296.4% | -17.4% |
| 5Y | -12.1% | +434.2% | -446.3% | -70.4% |
| All | +3,772.8% | +408.9% | +3,364.0% | +1,179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling