+645.0%
SHOP vs TW
+221.1%
+423.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.4% | -1.1% |
| 7D | -5.1% | -2.3% | -2.8% | -3.7% |
| 30D | +0.6% | +3.9% | -3.3% | -1.9% |
| 3M | +25.0% | +5.7% | +19.3% | +19.2% |
| 6M | +11.9% | -14.5% | +26.4% | +21.8% |
| YTD | -9.9% | -0.9% | -9.0% | -11.6% |
| 1Y | 0.0% | -13.5% | +13.5% | +6.7% |
| 3Y | +117.5% | +25.0% | +92.5% | +65.5% |
| 5Y | -6.6% | +22.7% | -29.3% | -28.4% |
| All | +645.0% | +221.1% | +423.9% | +299.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling