+129.7%
T vs SHAK
+43.4%
+86.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +7.6% | -5.2% | +12.9% | +8.0% |
| 3M | +15.3% | +27.3% | -12.0% | +12.9% |
| 6M | -8.5% | -27.9% | +19.4% | -7.0% |
| YTD | +6.8% | -17.0% | +23.7% | +7.1% |
| 1Y | -7.2% | -30.9% | +23.7% | -5.8% |
| 3Y | +108.2% | +3.4% | +104.9% | +98.9% |
| 5Y | +66.1% | -20.5% | +86.5% | +58.5% |
| 10Y | +65.3% | +88.3% | -23.0% | +41.1% |
| All | +129.7% | +43.4% | +86.3% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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