+0.3%
SHOP vs TTMI
+9.5%
-9.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.6% |
| 7D | +2.1% | +22.6% | -20.5% | +1.6% |
| 30D | -16.8% | -34.3% | +17.5% | -16.6% |
| 3M | -2.4% | -44.8% | +42.4% | -2.2% |
| 6M | +47.0% | -53.3% | +100.3% | +47.5% |
| YTD | -8.8% | +10.6% | -19.4% | -18.1% |
| All | +0.3% | +9.5% | -9.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling