+8,434.7%
SHOP vs TXT
+73.6%
+8,361.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -5.1% | -4.8% | -0.3% | -3.1% |
| 30D | +0.6% | -10.6% | +11.2% | +5.4% |
| 3M | +25.0% | -13.2% | +38.2% | +32.0% |
| 6M | +11.9% | -20.3% | +32.3% | +21.7% |
| YTD | -9.9% | -9.3% | -0.6% | -8.1% |
| 1Y | 0.0% | -2.7% | +2.6% | -1.1% |
| 3Y | +117.5% | +1.4% | +116.1% | +111.5% |
| 5Y | -6.6% | +9.6% | -16.2% | -10.9% |
| 10Y | +3,320.3% | +94.9% | +3,225.4% | +2,505.0% |
| All | +8,434.7% | +73.6% | +8,361.1% | +6,860.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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