+3,259.3%
SHOP vs TYL
+116.1%
+3,143.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +3.3% |
| 7D | -5.1% | -3.7% | -1.4% | -1.8% |
| 30D | +0.6% | +18.7% | -18.1% | -15.2% |
| 3M | +25.0% | +18.1% | +6.9% | +4.0% |
| 6M | +11.9% | -1.1% | +13.0% | +9.8% |
| YTD | -9.9% | -19.8% | +9.9% | +6.2% |
| 1Y | 0.0% | -34.3% | +34.3% | +42.5% |
| 3Y | +117.5% | -8.2% | +125.7% | +107.1% |
| 5Y | -6.6% | -25.4% | +18.8% | +16.9% |
| All | +3,259.3% | +116.1% | +3,143.2% | +1,596.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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