-4.9%
SHOP vs TNA
+37.5%
-42.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.4% | +2.9% | +5.7% |
| 7D | -9.0% | +2.4% | -11.4% | -9.8% |
| 30D | -4.4% | -0.9% | -3.5% | -4.3% |
| 3M | +24.1% | -19.2% | +43.3% | +33.0% |
| 6M | +20.0% | -0.8% | +20.8% | +17.0% |
| YTD | -4.9% | +33.2% | -38.1% | -21.0% |
| 1Y | -4.9% | +38.5% | -43.4% | -23.7% |
| All | -4.9% | +37.5% | -42.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling