+3,781.0%
SHOP vs TSN
+14.5%
+3,766.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -1.2% | -1.4% | +0.2% | -0.9% |
| 30D | -14.7% | +8.5% | -23.2% | -16.4% |
| 3M | -7.2% | +5.3% | -12.5% | -8.6% |
| 6M | +54.2% | -10.5% | +64.7% | +57.5% |
| YTD | -8.6% | +3.0% | -11.6% | -10.0% |
| 1Y | +0.5% | +12.1% | -11.6% | -3.2% |
| 3Y | +135.9% | +43.1% | +92.8% | +110.5% |
| 5Y | -11.9% | -15.1% | +3.2% | -11.0% |
| All | +3,781.0% | +14.5% | +3,766.5% | +3,454.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling