-11.2%
SHOP vs TNA
+52.8%
-64.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +1.3% |
| 7D | -11.2% | -7.3% | -4.0% | -8.6% |
| 30D | -14.4% | -14.2% | -0.2% | -9.4% |
| 3M | +16.6% | -4.6% | +21.1% | +17.7% |
| 6M | -0.6% | +36.9% | -37.5% | -17.0% |
| YTD | -20.0% | +42.5% | -62.5% | -35.5% |
| 1Y | -11.2% | +45.8% | -57.0% | -29.5% |
| All | -11.2% | +52.8% | -64.0% | -29.5% |
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