-1.4%
TAP vs SHAK
-25.9%
+24.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.4% |
| 7D | -5.1% | -7.2% | +2.1% | -4.5% |
| 30D | -8.4% | -11.8% | +3.4% | -7.5% |
| 3M | -3.9% | +17.2% | -21.1% | -5.4% |
| 6M | -14.4% | -34.1% | +19.8% | -12.2% |
| YTD | -14.7% | -22.4% | +7.6% | -14.1% |
| 1Y | -18.7% | -35.9% | +17.2% | -16.7% |
| 3Y | -32.6% | -3.4% | -29.3% | -35.9% |
| 5Y | -1.4% | -25.4% | +24.0% | -6.6% |
| All | -1.4% | -25.9% | +24.5% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling