+151.9%
SHOP vs TSN
+42.6%
+109.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | -2.7% | +4.9% | -7.6% | -3.3% |
| 30D | -11.0% | +12.1% | -23.1% | -12.4% |
| 3M | +0.3% | +4.1% | -3.8% | -0.3% |
| 6M | +37.7% | -10.9% | +48.6% | +39.8% |
| YTD | -5.5% | +4.8% | -10.3% | -6.9% |
| 1Y | -0.2% | +17.6% | -17.9% | -4.0% |
| 3Y | +151.9% | +43.2% | +108.7% | +135.2% |
| All | +151.9% | +42.6% | +109.3% | +135.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling