-38.8%
SHAK vs TW
-14.2%
-24.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.3% |
| 7D | -8.3% | -4.5% | -3.8% | -7.9% |
| 30D | -12.6% | -2.3% | -10.4% | -12.5% |
| 3M | +9.1% | +2.6% | +6.5% | +8.5% |
| 6M | -31.2% | -17.5% | -13.7% | -31.0% |
| YTD | -21.6% | -5.3% | -16.3% | -21.5% |
| 1Y | -38.8% | -14.8% | -24.0% | -37.4% |
| All | -38.8% | -14.2% | -24.6% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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