+135.9%
SHOP vs TNA
+138.6%
-2.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.7% |
| 7D | -1.2% | +3.7% | -4.9% | -3.0% |
| 30D | -14.7% | +4.4% | -19.1% | -16.7% |
| 3M | -7.2% | -26.7% | +19.4% | +5.5% |
| 6M | +54.2% | -12.8% | +67.0% | +60.0% |
| YTD | -8.6% | +22.7% | -31.3% | -21.0% |
| 1Y | +0.5% | +35.7% | -35.1% | -17.5% |
| 3Y | +135.9% | +134.6% | +1.4% | +55.9% |
| All | +135.9% | +138.6% | -2.6% | +55.9% |
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