+2,993.7%
SHOP vs TNA
+86.1%
+2,907.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | -11.2% | -7.3% | -4.0% | -8.3% |
| 30D | -14.4% | -14.2% | -0.2% | -8.7% |
| 3M | +16.6% | -4.6% | +21.1% | +18.1% |
| 6M | -0.6% | +36.9% | -37.5% | -15.5% |
| YTD | -20.0% | +42.5% | -62.5% | -33.6% |
| 1Y | -11.2% | +45.8% | -57.0% | -27.6% |
| 3Y | +99.5% | +104.7% | -5.2% | +29.5% |
| 5Y | -13.2% | -21.7% | +8.5% | -22.8% |
| All | +2,993.7% | +86.1% | +2,907.6% | +1,772.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling