-33.2%
TAP vs SHAK
+3.1%
-36.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.9% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -9.4% | -5.2% | -4.2% | -9.1% |
| 3M | -0.8% | +27.3% | -28.1% | -2.5% |
| 6M | -14.7% | -27.9% | +13.1% | -13.8% |
| YTD | -13.9% | -17.0% | +3.0% | -14.0% |
| 1Y | -18.6% | -30.9% | +12.3% | -17.6% |
| All | -33.2% | +3.1% | -36.3% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling