-12.5%
TLT vs SHOP
+3,721.6%
-3,734.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.3% | -2.7% | +2.9% | +0.3% |
| 30D | +5.1% | -11.0% | +16.1% | +5.2% |
| 3M | -0.2% | +0.3% | -0.5% | -0.2% |
| 6M | -2.9% | +37.7% | -40.6% | -3.2% |
| YTD | -2.7% | -5.5% | +2.8% | -2.8% |
| 1Y | -4.6% | -0.2% | -4.4% | -4.7% |
| 3Y | +6.1% | +151.9% | -145.8% | +5.2% |
| 5Y | -35.1% | -2.2% | -32.9% | -37.0% |
| 10Y | -12.5% | +3,647.2% | -3,659.7% | -10.6% |
| All | -12.5% | +3,721.6% | -3,734.0% | -10.6% |
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