+530.8%
TXN vs SHOP
+8,434.7%
-7,903.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +1.9% |
| 7D | -0.1% | -5.1% | +5.0% | +0.8% |
| 30D | -6.9% | +0.6% | -7.5% | -7.2% |
| 3M | -14.9% | +25.0% | -40.0% | -18.9% |
| 6M | +29.0% | +11.9% | +17.1% | +23.9% |
| YTD | +51.5% | -9.9% | +61.3% | +50.1% |
| 1Y | +41.6% | 0.0% | +41.6% | +37.0% |
| 3Y | +65.8% | +117.5% | -51.7% | +32.8% |
| 5Y | +56.8% | -6.6% | +63.5% | +33.6% |
| 10Y | +387.5% | +3,320.3% | -2,932.9% | +141.1% |
| All | +530.8% | +8,434.7% | -7,903.9% | +206.0% |
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