+3,772.8%
SHOP vs TYL
+183.3%
+3,589.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.2% |
| 7D | +2.1% | -1.6% | +3.7% | +3.5% |
| 30D | -16.8% | +22.1% | -39.0% | -32.2% |
| 3M | -2.4% | +33.4% | -35.8% | -27.8% |
| 6M | +47.0% | +36.8% | +10.2% | +4.0% |
| YTD | -8.8% | -6.7% | -2.1% | -8.7% |
| 1Y | -6.3% | -9.2% | +3.0% | -3.8% |
| 3Y | +139.3% | +1.2% | +138.1% | +103.9% |
| 5Y | -12.1% | -23.0% | +10.9% | +4.8% |
| All | +3,772.8% | +183.3% | +3,589.5% | +1,422.3% |
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