+1,962.2%
TSM vs SHOP
+8,659.4%
-6,697.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +5.6% |
| 7D | -7.6% | -5.4% | -2.1% | -6.6% |
| 30D | -20.5% | -10.3% | -10.2% | -18.8% |
| 3M | -10.0% | +1.0% | -11.0% | -10.7% |
| 6M | -10.1% | +41.2% | -51.3% | -18.0% |
| YTD | +24.5% | -7.5% | +32.0% | +22.7% |
| 1Y | +31.2% | -4.6% | +35.8% | +28.3% |
| 3Y | +322.0% | +146.4% | +175.6% | +225.5% |
| 5Y | +245.3% | -2.5% | +247.8% | +187.1% |
| 10Y | +1,465.8% | +3,703.6% | -2,237.8% | +662.7% |
| All | +1,962.2% | +8,659.4% | -6,697.2% | +891.6% |
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