+96.4%
SHOP vs TNA
+105.9%
-9.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.1% | -1.3% | -3.6% |
| 7D | -10.6% | -3.6% | -7.0% | -9.0% |
| 30D | -18.3% | -10.1% | -8.2% | -14.3% |
| 3M | +14.8% | +2.7% | +12.1% | +12.3% |
| 6M | -5.0% | +38.4% | -43.4% | -21.4% |
| YTD | -21.2% | +45.4% | -66.7% | -37.0% |
| 1Y | -11.6% | +55.9% | -67.6% | -32.3% |
| All | +96.4% | +105.9% | -9.5% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling