+120.5%
SHOP vs TYL
-8.1%
+128.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +2.0% |
| 7D | -5.1% | -3.7% | -1.4% | -2.9% |
| 30D | +0.6% | +18.7% | -18.1% | -10.1% |
| 3M | +25.0% | +18.1% | +6.9% | +11.1% |
| 6M | +11.9% | -1.1% | +13.0% | +11.2% |
| YTD | -9.9% | -19.8% | +9.9% | +2.2% |
| 1Y | 0.0% | -34.3% | +34.3% | +30.7% |
| All | +120.5% | -8.1% | +128.6% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling