+3,663.5%
SHOP vs TSN
+17.5%
+3,646.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -16.7% | +11.8% | -28.5% | -18.9% |
| 3M | -2.2% | +7.1% | -9.3% | -4.0% |
| 6M | +45.6% | -9.2% | +54.7% | +48.2% |
| YTD | -7.3% | +4.8% | -12.1% | -9.1% |
| 1Y | -6.1% | +11.6% | -17.7% | -9.5% |
| 3Y | +143.3% | +41.5% | +101.8% | +118.0% |
| 5Y | +0.2% | -15.5% | +15.7% | +1.2% |
| 10Y | +3,663.5% | +16.9% | +3,646.6% | +3,341.7% |
| All | +3,663.5% | +17.5% | +3,646.0% | +3,341.7% |
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