+0.5%
SHOP vs TXG
+254.8%
-254.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.8% | +0.5% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -14.7% | -20.4% | +5.7% | -11.4% |
| 3M | -7.2% | +0.1% | -7.3% | -9.7% |
| 6M | +54.2% | +176.2% | -122.0% | +14.7% |
| YTD | -8.6% | +256.8% | -265.4% | -37.8% |
| 1Y | +0.5% | +255.9% | -255.4% | -31.7% |
| All | +0.5% | +254.8% | -254.3% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling