+561.3%
SHOP vs TW
+206.7%
+354.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.4% |
| 7D | -11.2% | -4.5% | -6.8% | -8.5% |
| 30D | -14.4% | -2.3% | -12.1% | -13.1% |
| 3M | +16.6% | +2.6% | +14.0% | +13.7% |
| 6M | -0.6% | -17.5% | +17.0% | +10.8% |
| YTD | -20.0% | -5.3% | -14.7% | -19.1% |
| 1Y | -11.2% | -14.8% | +3.6% | -4.3% |
| 3Y | +99.5% | +18.8% | +80.6% | +57.1% |
| 5Y | -13.2% | +20.7% | -33.9% | -32.4% |
| All | +561.3% | +206.7% | +354.6% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling