+151.9%
SHOP vs TYL
+0.5%
+151.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | -2.7% | +3.5% | -6.2% | -4.5% |
| 30D | -11.0% | +26.9% | -37.9% | -22.5% |
| 3M | +0.3% | +33.8% | -33.5% | -15.7% |
| 6M | +37.7% | +28.8% | +8.9% | +17.7% |
| YTD | -5.5% | -7.9% | +2.3% | -3.7% |
| 1Y | -0.2% | -9.8% | +9.5% | +2.7% |
| 3Y | +151.9% | +1.2% | +150.7% | +165.2% |
| All | +151.9% | +0.5% | +151.3% | +165.2% |
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