+8,659.4%
SHOP vs TYL
+237.6%
+8,421.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.3% | +5.9% | +5.6% |
| 7D | -5.4% | +6.7% | -12.1% | -10.8% |
| 30D | -10.3% | +26.5% | -36.9% | -28.3% |
| 3M | +1.0% | +37.3% | -36.3% | -25.8% |
| 6M | +41.2% | +31.2% | +10.1% | +6.5% |
| YTD | -7.5% | -7.4% | -0.1% | -6.7% |
| 1Y | -4.6% | -9.6% | +5.0% | -1.9% |
| 3Y | +146.4% | +1.9% | +144.5% | +113.5% |
| 5Y | -2.5% | -21.1% | +18.6% | +13.3% |
| 10Y | +3,703.6% | +171.8% | +3,531.8% | +1,721.7% |
| All | +8,659.4% | +237.6% | +8,421.8% | +3,853.6% |
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