+306.8%
SHOP vs TXG
+16.0%
+290.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -5.1% | +1.8% | -6.9% | -5.8% |
| 30D | +0.6% | +32.0% | -31.4% | -11.4% |
| 3M | +25.0% | +87.0% | -62.0% | -7.2% |
| 6M | +11.9% | +180.1% | -168.2% | -31.6% |
| YTD | -9.9% | +284.1% | -294.0% | -52.8% |
| 1Y | 0.0% | +361.7% | -361.7% | -53.3% |
| 3Y | +117.5% | +15.9% | +101.6% | +68.6% |
| 5Y | -6.6% | -66.2% | +59.5% | +8.5% |
| All | +306.8% | +16.0% | +290.8% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling