-9.3%
SHOP vs TSN
-20.8%
+11.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.2% | -8.0% |
| 7D | -4.1% | -5.0% | +1.0% | -3.0% |
| 30D | -11.5% | -9.1% | -2.4% | -9.6% |
| 3M | +21.1% | -7.4% | +28.5% | +23.2% |
| 6M | +3.0% | -13.4% | +16.4% | +5.9% |
| YTD | -16.7% | -8.5% | -8.2% | -15.8% |
| 1Y | -8.3% | -3.2% | -5.1% | -9.1% |
| 3Y | +112.8% | +11.5% | +101.3% | +96.3% |
| 5Y | -9.3% | -19.5% | +10.3% | +4.6% |
| All | -9.3% | -20.8% | +11.5% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling