-10.8%
SHOP vs TW
+20.1%
-31.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.0% | -4.6% | -5.4% |
| 7D | -4.1% | -3.5% | -0.6% | -1.6% |
| 30D | -11.5% | +0.5% | -12.0% | -11.8% |
| 3M | +21.1% | +4.9% | +16.1% | +15.5% |
| 6M | +3.0% | -17.1% | +20.1% | +16.6% |
| YTD | -16.7% | -3.9% | -12.8% | -16.8% |
| 1Y | -8.3% | -13.3% | +5.0% | -1.0% |
| 3Y | +112.8% | +20.9% | +91.9% | +38.3% |
| All | -10.8% | +20.1% | -31.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling