+8,434.7%
SHOP vs TYL
+192.2%
+8,242.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +3.1% |
| 7D | -5.1% | -3.7% | -1.4% | -2.0% |
| 30D | +0.6% | +18.7% | -18.1% | -14.4% |
| 3M | +25.0% | +18.1% | +6.9% | +5.2% |
| 6M | +11.9% | -1.1% | +13.0% | +10.0% |
| YTD | -9.9% | -19.8% | +9.9% | +5.2% |
| 1Y | 0.0% | -34.3% | +34.3% | +39.3% |
| 3Y | +117.5% | -8.2% | +125.7% | +111.0% |
| 5Y | -6.6% | -25.4% | +18.8% | +16.6% |
| 10Y | +3,320.3% | +115.6% | +3,204.7% | +1,883.5% |
| All | +8,434.7% | +192.2% | +8,242.5% | +4,359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling