+312.4%
SHOP vs TXG
+7.8%
+304.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.8% |
| 7D | -1.2% | -1.8% | +0.6% | -0.7% |
| 30D | -14.7% | -20.4% | +5.7% | -8.3% |
| 3M | -7.2% | +0.1% | -7.3% | -11.9% |
| 6M | +54.2% | +176.2% | -122.0% | -7.9% |
| YTD | -8.6% | +256.8% | -265.4% | -52.8% |
| 1Y | +0.5% | +255.9% | -255.4% | -48.6% |
| 3Y | +135.9% | +60.2% | +75.7% | +47.1% |
| 5Y | -11.9% | -65.1% | +53.2% | -2.2% |
| All | +312.4% | +7.8% | +304.7% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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