-7.7%
SHOP vs TSN
+12.6%
-20.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.6% |
| 7D | +2.8% | +5.8% | -3.0% | +2.3% |
| 30D | -14.2% | +12.8% | -27.0% | -14.9% |
| 3M | -5.5% | +6.5% | -12.0% | -5.9% |
| 6M | +32.8% | -10.3% | +43.0% | +33.4% |
| YTD | -8.9% | +5.5% | -14.5% | -10.6% |
| 1Y | -7.7% | +15.8% | -23.5% | -12.5% |
| All | -7.7% | +12.6% | -20.4% | -12.5% |
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