-4.9%
TLT vs SHOP
+8,434.7%
-8,439.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -0.4% | -5.1% | +4.7% | -0.4% |
| 30D | -0.6% | +0.6% | -1.2% | -0.6% |
| 3M | -2.7% | +25.0% | -27.8% | -2.9% |
| 6M | -5.6% | +11.9% | -17.5% | -5.7% |
| YTD | -2.8% | -9.9% | +7.1% | -2.8% |
| 1Y | -1.4% | 0.0% | -1.4% | -1.5% |
| 3Y | -1.6% | +117.5% | -119.1% | -2.1% |
| 5Y | -33.8% | -6.6% | -27.2% | -35.1% |
| 10Y | -21.1% | +3,320.3% | -3,341.5% | -18.1% |
| All | -4.9% | +8,434.7% | -8,439.6% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling