+125.8%
TXN vs SHOP
+140.2%
-14.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.9% |
| 7D | +9.5% | -1.2% | +10.7% | +9.6% |
| 30D | +8.7% | -14.7% | +23.4% | +10.9% |
| 3M | +11.6% | -7.2% | +18.8% | +12.3% |
| 6M | +0.1% | +54.2% | -54.1% | -7.5% |
| YTD | +78.8% | -8.6% | +87.4% | +78.8% |
| 1Y | +91.2% | +0.5% | +90.7% | +87.1% |
| 3Y | +125.8% | +135.9% | -10.1% | +72.5% |
| All | +125.8% | +140.2% | -14.4% | +72.5% |
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