-30.8%
TAP vs SHAK
+43.4%
-74.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.9% | -1.2% | -3.8% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -9.4% | -5.2% | -4.2% | -8.8% |
| 3M | -0.8% | +27.3% | -28.1% | -3.7% |
| 6M | -14.7% | -27.9% | +13.1% | -12.7% |
| YTD | -13.9% | -17.0% | +3.0% | -13.5% |
| 1Y | -18.6% | -30.9% | +12.3% | -16.6% |
| 3Y | -32.0% | +3.4% | -35.4% | -35.9% |
| 5Y | -1.0% | -20.5% | +19.5% | -6.5% |
| 10Y | -51.4% | +88.3% | -139.6% | -59.5% |
| All | -30.8% | +43.4% | -74.2% | -42.5% |
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