+2,034.6%
TSM vs SHOP
+8,844.7%
-6,810.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.4% | +3.1% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -14.3% | -11.0% | -3.3% | -12.3% |
| 3M | -7.2% | +0.3% | -7.6% | -7.8% |
| 6M | -5.1% | +37.7% | -42.8% | -12.9% |
| YTD | +28.9% | -5.5% | +34.4% | +26.5% |
| 1Y | +37.1% | -0.2% | +37.3% | +32.8% |
| 3Y | +341.5% | +151.9% | +189.6% | +239.1% |
| 5Y | +245.7% | -2.2% | +247.9% | +187.2% |
| 10Y | +1,502.2% | +3,647.2% | -2,144.9% | +679.1% |
| All | +2,034.6% | +8,844.7% | -6,810.1% | +922.1% |
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 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