+273.1%
TSM vs SHOP
-6.7%
+279.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +2.7% | -5.1% | +7.8% | +3.9% |
| 30D | +3.6% | +0.6% | +3.0% | +3.3% |
| 3M | -3.4% | +25.0% | -28.4% | -9.4% |
| 6M | +20.6% | +11.9% | +8.7% | +15.0% |
| YTD | +41.9% | -9.9% | +51.7% | +41.3% |
| 1Y | +84.4% | 0.0% | +84.4% | +78.6% |
| 3Y | +380.2% | +117.5% | +262.7% | +269.1% |
| All | +273.1% | -6.7% | +279.8% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling