+3,781.0%
SHOP vs TTMI
+394.2%
+3,386.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.1% |
| 7D | -1.2% | +11.4% | -12.6% | -4.7% |
| 30D | -14.7% | -28.3% | +13.6% | -8.6% |
| 3M | -7.2% | -46.7% | +39.4% | +7.2% |
| 6M | +54.2% | -56.1% | +110.3% | +81.1% |
| YTD | -8.6% | +7.4% | -16.0% | -30.6% |
| 1Y | +0.5% | +17.4% | -16.9% | -27.9% |
| 3Y | +135.9% | +429.1% | -293.2% | -18.5% |
| 5Y | -11.9% | +418.8% | -430.7% | -70.1% |
| All | +3,781.0% | +394.2% | +3,386.8% | +1,193.7% |
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