+330.4%
TSM vs SHOP
+140.2%
+190.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | -7.3% | -14.7% | +7.5% | -3.8% |
| 3M | -7.1% | -7.2% | +0.1% | -6.0% |
| 6M | +0.2% | +54.2% | -53.9% | -12.2% |
| YTD | +32.2% | -8.6% | +40.9% | +31.5% |
| 1Y | +42.8% | +0.5% | +42.3% | +37.9% |
| 3Y | +330.4% | +135.9% | +194.5% | +221.3% |
| All | +330.4% | +140.2% | +190.2% | +221.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling