-6.1%
SHOP vs TYL
-8.6%
+2.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | -2.5% | +0.5% | -3.0% | -2.8% |
| 30D | -16.7% | +25.2% | -41.9% | -25.9% |
| 3M | -2.2% | +31.8% | -34.0% | -15.5% |
| 6M | +45.6% | +36.3% | +9.3% | +22.6% |
| YTD | -7.3% | -6.3% | -1.0% | -15.1% |
| 1Y | -6.1% | -9.5% | +3.4% | -14.1% |
| All | -6.1% | -8.6% | +2.5% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling