-51.6%
TAP vs SHAK
+81.5%
-133.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | -5.3% | -11.0% | +5.7% | -3.8% |
| 30D | -7.4% | -14.0% | +6.7% | -5.5% |
| 3M | -4.9% | +13.3% | -18.2% | -6.8% |
| 6M | -14.2% | -35.3% | +21.1% | -10.5% |
| YTD | -14.8% | -24.0% | +9.2% | -13.4% |
| 1Y | -18.1% | -36.7% | +18.6% | -14.8% |
| 3Y | -32.7% | -5.4% | -27.3% | -36.8% |
| 5Y | -0.5% | -24.9% | +24.4% | -6.8% |
| All | -51.6% | +81.5% | -133.0% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling