+7,788.2%
SHOP vs TNA
+59.9%
+7,728.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.3% | -6.3% | -7.0% |
| 7D | -4.1% | +4.1% | -8.2% | -5.6% |
| 30D | -11.5% | -7.6% | -3.9% | -8.6% |
| 3M | +21.1% | +8.1% | +13.0% | +16.2% |
| 6M | +3.0% | +49.0% | -46.0% | -15.3% |
| YTD | -16.7% | +51.7% | -68.4% | -32.6% |
| 1Y | -8.3% | +59.6% | -67.9% | -27.9% |
| 3Y | +112.8% | +118.9% | -6.1% | +35.1% |
| 5Y | -9.3% | -19.2% | +9.9% | -19.8% |
| 10Y | +3,003.4% | +77.2% | +2,926.2% | +1,514.2% |
| All | +7,788.2% | +59.9% | +7,728.3% | +3,928.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling