+112.8%
SHOP vs TSN
+13.0%
+99.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.2% | -7.9% |
| 7D | -4.1% | -5.0% | +1.0% | -3.3% |
| 30D | -11.5% | -9.1% | -2.4% | -10.1% |
| 3M | +21.1% | -7.4% | +28.5% | +22.8% |
| 6M | +3.0% | -13.4% | +16.4% | +4.9% |
| YTD | -16.7% | -8.5% | -8.2% | -16.2% |
| 1Y | -8.3% | -3.2% | -5.1% | -9.3% |
| 3Y | +112.8% | +11.5% | +101.3% | +76.0% |
| All | +112.8% | +13.0% | +99.9% | +76.0% |
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