-14.7%
SHOP vs TNA
-26.1%
+11.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.5% |
| 7D | -13.2% | -7.6% | -5.6% | -9.3% |
| 30D | -17.0% | -13.6% | -3.4% | -10.1% |
| 3M | +17.0% | +2.8% | +14.2% | +13.6% |
| 6M | -2.1% | +34.5% | -36.6% | -21.1% |
| YTD | -21.4% | +41.0% | -62.4% | -39.2% |
| 1Y | -11.0% | +52.0% | -63.0% | -35.1% |
| 3Y | +100.9% | +103.5% | -2.6% | +1.9% |
| 5Y | -14.7% | -22.5% | +7.8% | -31.1% |
| All | -14.7% | -26.1% | +11.4% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling