-27.3%
TAP vs SHAK
+59.5%
-86.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.2% | +0.1% | +2.9% |
| 7D | +1.3% | +4.3% | -3.0% | +0.7% |
| 30D | +5.7% | +9.0% | -3.3% | +4.6% |
| 3M | -1.9% | +1.8% | -3.7% | -2.3% |
| 6M | +0.9% | +17.3% | -16.4% | -1.5% |
| YTD | -9.5% | -7.6% | -1.9% | -10.4% |
| 1Y | -9.0% | -16.9% | +8.0% | -8.8% |
| 3Y | -22.2% | +35.1% | -57.3% | -29.2% |
| 5Y | +1.2% | -11.3% | +12.5% | -5.4% |
| 10Y | -46.1% | +98.8% | -145.0% | -55.7% |
| All | -27.3% | +59.5% | -86.8% | -40.4% |
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