-10.8%
SHOP vs TSN
-3.7%
-7.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.4% | -5.4% |
| 7D | -10.6% | -7.3% | -3.3% | -10.4% |
| 30D | -18.3% | -8.6% | -9.7% | -18.0% |
| 3M | +14.8% | -7.5% | +22.3% | +15.5% |
| 6M | -5.0% | -14.1% | +9.1% | -5.8% |
| YTD | -21.2% | -9.4% | -11.8% | -21.2% |
| All | -10.8% | -3.7% | -7.2% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling