+255.0%
SHOP vs TXG
+22.9%
+232.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.4% |
| 7D | -13.2% | +5.0% | -18.2% | -15.2% |
| 30D | -17.0% | +13.5% | -30.6% | -21.9% |
| 3M | +17.0% | +128.0% | -111.0% | -20.1% |
| 6M | -2.1% | +224.4% | -226.6% | -43.9% |
| YTD | -21.4% | +307.0% | -328.3% | -59.9% |
| 1Y | -11.0% | +427.2% | -438.2% | -60.8% |
| 3Y | +100.9% | +40.2% | +60.8% | +41.8% |
| 5Y | -14.7% | -64.0% | +49.3% | -3.6% |
| All | +255.0% | +22.9% | +232.1% | +186.1% |
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