+8,434.7%
SHOP vs TTMI
+1,157.3%
+7,277.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.4% | -3.2% |
| 7D | -5.1% | +5.9% | -11.0% | -6.8% |
| 30D | +0.6% | -4.3% | +4.9% | +1.0% |
| 3M | +25.0% | -32.0% | +57.1% | +35.3% |
| 6M | +11.9% | +19.5% | -7.6% | -4.8% |
| YTD | -9.9% | +82.0% | -91.9% | -36.3% |
| 1Y | 0.0% | +172.6% | -172.7% | -40.9% |
| 3Y | +117.5% | +744.7% | -627.2% | -19.4% |
| 5Y | -6.6% | +805.6% | -812.2% | -66.8% |
| 10Y | +3,320.3% | +1,057.6% | +2,262.7% | +1,027.6% |
| All | +8,434.7% | +1,157.3% | +7,277.4% | +2,682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling