+653.7%
SHOP vs TW
+298.0%
+355.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | +2.1% | +3.2% | -1.1% | +0.1% |
| 30D | -16.8% | +19.7% | -36.5% | -26.0% |
| 3M | -2.4% | +26.8% | -29.3% | -16.5% |
| 6M | +47.0% | +20.9% | +26.2% | +27.9% |
| YTD | -8.8% | +22.9% | -31.7% | -22.3% |
| 1Y | -6.3% | +20.4% | -26.6% | -19.2% |
| 3Y | +139.3% | +42.9% | +96.4% | +68.8% |
| 5Y | -12.1% | +40.2% | -52.3% | -38.8% |
| All | +653.7% | +298.0% | +355.7% | +251.5% |
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