+1,815.4%
TSM vs SHOP
+2,872.8%
-1,057.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | +0.5% |
| 7D | +4.8% | -10.6% | +15.4% | +7.4% |
| 30D | +4.0% | -18.3% | +22.3% | +8.8% |
| 3M | +2.0% | +14.8% | -12.8% | -3.0% |
| 6M | +25.5% | -5.0% | +30.5% | +23.9% |
| YTD | +44.0% | -21.2% | +65.2% | +47.6% |
| 1Y | +75.4% | -11.6% | +87.0% | +74.2% |
| 3Y | +406.7% | +101.2% | +305.5% | +290.7% |
| 5Y | +285.0% | -15.7% | +300.7% | +226.9% |
| 10Y | +1,815.4% | +2,989.4% | -1,174.0% | +542.6% |
| All | +1,815.4% | +2,872.8% | -1,057.4% | +542.6% |
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