+322.0%
TSM vs SHOP
+141.8%
+180.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +5.5% |
| 7D | -7.6% | -5.4% | -2.1% | -6.4% |
| 30D | -20.5% | -10.3% | -10.2% | -18.5% |
| 3M | -10.0% | +1.0% | -11.0% | -10.7% |
| 6M | -10.1% | +41.2% | -51.3% | -19.4% |
| YTD | +24.5% | -7.5% | +32.0% | +23.5% |
| 1Y | +31.2% | -4.6% | +35.8% | +28.7% |
| 3Y | +322.0% | +146.4% | +175.6% | +204.1% |
| All | +322.0% | +141.8% | +180.2% | +204.1% |
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 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