+135.9%
SHOP vs TYL
+1.3%
+134.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.2% | +0.8% | -2.1% | -1.7% |
| 30D | -14.7% | +21.1% | -35.9% | -23.7% |
| 3M | -7.2% | +28.9% | -36.1% | -20.3% |
| 6M | +54.2% | +42.0% | +12.2% | +24.4% |
| YTD | -8.6% | -6.6% | -2.0% | -7.5% |
| 1Y | +0.5% | -9.1% | +9.6% | +3.1% |
| 3Y | +135.9% | +1.8% | +134.1% | +147.5% |
| All | +135.9% | +1.3% | +134.6% | +147.5% |
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 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