+2,249.6%
TSM vs SHOP
+8,434.7%
-6,185.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +2.7% | -5.1% | +7.8% | +3.8% |
| 30D | +3.6% | +0.6% | +3.0% | +3.3% |
| 3M | -3.4% | +25.0% | -28.4% | -8.9% |
| 6M | +20.6% | +11.9% | +8.7% | +15.5% |
| YTD | +41.9% | -9.9% | +51.7% | +41.2% |
| 1Y | +84.4% | 0.0% | +84.4% | +79.0% |
| 3Y | +380.2% | +117.5% | +262.7% | +279.5% |
| 5Y | +275.3% | -6.6% | +282.0% | +215.8% |
| 10Y | +1,751.4% | +3,320.3% | -1,568.9% | +815.5% |
| All | +2,249.6% | +8,434.7% | -6,185.1% | +1,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling