-2.9%
SHOP vs TYL
-21.3%
+18.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +5.7% |
| 7D | -5.4% | +6.7% | -12.1% | -11.1% |
| 30D | -10.3% | +26.5% | -36.9% | -29.3% |
| 3M | +1.0% | +37.3% | -36.3% | -27.3% |
| 6M | +41.2% | +31.2% | +10.1% | +4.4% |
| YTD | -7.5% | -7.4% | -0.1% | -5.1% |
| 1Y | -4.6% | -9.6% | +5.0% | +0.1% |
| 3Y | +146.4% | +1.9% | +144.5% | +99.7% |
| All | -2.9% | -21.3% | +18.4% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling