+2,941.1%
SHOP vs TSN
-5.9%
+2,946.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.5% |
| 7D | -13.2% | +1.4% | -14.6% | -13.5% |
| 30D | -17.0% | -6.2% | -10.9% | -16.0% |
| 3M | +17.0% | -5.7% | +22.7% | +18.4% |
| 6M | -2.1% | -11.4% | +9.2% | -0.1% |
| YTD | -21.4% | -8.2% | -13.2% | -20.5% |
| 1Y | -11.0% | -2.0% | -9.0% | -11.6% |
| 3Y | +100.9% | +11.9% | +89.1% | +90.8% |
| 5Y | -14.7% | -17.8% | +3.1% | -13.2% |
| All | +2,941.1% | -5.9% | +2,946.9% | +2,726.3% |
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