-4.2%
TLT vs SHOP
-9.1%
+4.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | +0.2% |
| 7D | +0.4% | -4.1% | +4.5% | +0.5% |
| 30D | -0.3% | -11.5% | +11.2% | 0.0% |
| 3M | -1.7% | +21.1% | -22.8% | -2.2% |
| 6M | -4.9% | +3.0% | -7.9% | -5.3% |
| YTD | -2.8% | -16.7% | +13.9% | -3.0% |
| 1Y | -4.2% | -8.3% | +4.1% | -4.4% |
| All | -4.2% | -9.1% | +4.9% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling