-6.0%
TLT vs SHOP
+8,524.1%
-8,530.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.3% |
| 7D | -0.3% | +2.8% | -3.1% | -0.3% |
| 30D | +3.7% | -14.2% | +17.9% | +3.8% |
| 3M | -0.7% | -5.5% | +4.9% | -0.7% |
| 6M | -4.2% | +32.8% | -37.0% | -4.4% |
| YTD | -4.0% | -8.9% | +5.0% | -4.0% |
| 1Y | -5.8% | -7.7% | +1.9% | -5.9% |
| 3Y | +4.1% | +139.0% | -134.9% | +3.6% |
| 5Y | -34.8% | -0.5% | -34.3% | -36.1% |
| 10Y | -12.3% | +3,557.0% | -3,569.4% | -9.0% |
| All | -6.0% | +8,524.1% | -8,530.1% | -4.3% |
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