+33.0%
TSM vs SHOP
-3.2%
+36.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.2% |
| 7D | -2.5% | -2.7% | +0.2% | -2.2% |
| 30D | -14.3% | -11.0% | -3.3% | -12.9% |
| 3M | -7.2% | +0.3% | -7.6% | -7.4% |
| 6M | -5.1% | +37.7% | -42.8% | -10.7% |
| YTD | +28.9% | -5.5% | +34.4% | +33.8% |
| All | +33.0% | -3.2% | +36.2% | +37.2% |
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