+112.8%
SHOP vs TTMI
+857.4%
-744.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.0% | -10.6% | -8.2% |
| 7D | -4.1% | +12.2% | -16.2% | -6.7% |
| 30D | -11.5% | -5.7% | -5.8% | -10.9% |
| 3M | +21.1% | -27.5% | +48.5% | +27.7% |
| 6M | +3.0% | +47.1% | -44.1% | -18.5% |
| YTD | -16.7% | +87.5% | -104.2% | -43.0% |
| 1Y | -8.3% | +175.2% | -183.5% | -50.0% |
| 3Y | +112.8% | +901.9% | -789.1% | -48.5% |
| All | +112.8% | +857.4% | -744.6% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling