-12.2%
TLT vs SHOP
+3,574.1%
-3,586.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | -2.7% | +2.1% | -4.8% | -2.7% |
| 30D | +2.2% | -16.8% | +19.0% | +2.3% |
| 3M | -1.7% | -2.4% | +0.7% | -1.7% |
| 6M | -4.0% | +47.0% | -51.0% | -4.3% |
| YTD | -4.9% | -8.8% | +3.9% | -5.0% |
| 1Y | -7.4% | -6.3% | -1.1% | -7.5% |
| 3Y | +3.0% | +139.3% | -136.2% | +2.2% |
| 5Y | -35.1% | -12.1% | -23.0% | -37.1% |
| All | -12.2% | +3,574.1% | -3,586.3% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 10y: compounded portfolio wealth divided by compounded SHOP 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…
10y analysis · Full analysis span regression · 6 months rolling