+8,434.7%
SHOP vs TSN
+57.5%
+8,377.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -5.1% | -6.3% | +1.2% | -3.9% |
| 30D | +0.6% | -10.8% | +11.4% | +2.8% |
| 3M | +25.0% | -8.8% | +33.8% | +27.2% |
| 6M | +11.9% | -16.8% | +28.7% | +15.6% |
| YTD | -9.9% | -10.0% | +0.1% | -8.5% |
| 1Y | 0.0% | -5.3% | +5.2% | +0.1% |
| 3Y | +117.5% | +8.5% | +109.0% | +109.2% |
| 5Y | -6.6% | -22.9% | +16.3% | -3.9% |
| 10Y | +3,320.3% | -12.6% | +3,333.0% | +3,167.6% |
| All | +8,434.7% | +57.5% | +8,377.2% | +8,381.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling