+96.4%
SHOP vs TXG
+41.0%
+55.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.0% | -6.2% |
| 7D | -10.6% | +9.1% | -19.8% | -12.9% |
| 30D | -18.3% | +14.9% | -33.2% | -21.7% |
| 3M | +14.8% | +120.0% | -105.1% | -10.5% |
| 6M | -5.0% | +221.8% | -226.8% | -34.7% |
| YTD | -21.2% | +312.6% | -333.8% | -50.3% |
| 1Y | -11.6% | +398.4% | -410.1% | -48.5% |
| All | +96.4% | +41.0% | +55.4% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling