+2,993.7%
SHOP vs TTMI
+1,127.6%
+1,866.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | +0.7% |
| 7D | -11.2% | +0.7% | -11.9% | -11.5% |
| 30D | -14.4% | -8.4% | -5.9% | -12.7% |
| 3M | +16.6% | -32.5% | +49.0% | +27.2% |
| 6M | -0.6% | +32.5% | -33.0% | -19.4% |
| YTD | -20.0% | +83.2% | -103.2% | -45.3% |
| 1Y | -11.2% | +161.7% | -172.9% | -49.1% |
| 3Y | +99.5% | +890.1% | -790.6% | -37.4% |
| 5Y | -13.2% | +832.4% | -845.7% | -72.7% |
| All | +2,993.7% | +1,127.6% | +1,866.1% | +852.8% |
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