+0.2%
SHOP vs TTMI
+451.1%
-451.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.1% | -0.6% |
| 7D | -2.5% | +7.2% | -9.7% | -4.7% |
| 30D | -16.7% | -28.7% | +12.0% | -11.3% |
| 3M | -2.2% | -39.8% | +37.6% | +7.8% |
| 6M | +45.6% | -51.7% | +97.3% | +63.9% |
| YTD | -7.3% | +14.1% | -21.3% | -33.4% |
| 1Y | -6.1% | +16.0% | -22.0% | -34.6% |
| 3Y | +143.3% | +452.7% | -309.3% | -32.7% |
| 5Y | +0.2% | +451.5% | -451.4% | -75.9% |
| All | +0.2% | +451.1% | -451.0% | -75.9% |
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