-15.7%
SHOP vs TTMI
+806.9%
-822.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.9% | -1.5% | -4.3% |
| 7D | -10.6% | +7.5% | -18.1% | -12.7% |
| 30D | -18.3% | -4.5% | -13.8% | -17.9% |
| 3M | +14.8% | -28.5% | +43.4% | +22.6% |
| 6M | -5.0% | +28.4% | -33.4% | -23.5% |
| YTD | -21.2% | +80.1% | -101.3% | -48.1% |
| 1Y | -11.6% | +161.0% | -172.6% | -53.4% |
| 3Y | +101.2% | +862.4% | -761.2% | -50.5% |
| 5Y | -15.7% | +812.9% | -828.6% | -79.2% |
| All | -15.7% | +806.9% | -822.6% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling