-39.0%
TCOM vs SHAK
-21.2%
-17.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.7% | +2.8% |
| 7D | +10.7% | +8.3% | +2.4% | +9.9% |
| 30D | +10.1% | +16.7% | -6.6% | +8.5% |
| 3M | -8.9% | +10.0% | -18.8% | -9.8% |
| 6M | -19.2% | -23.8% | +4.6% | -16.9% |
| YTD | -40.6% | -10.3% | -30.3% | -40.6% |
| 1Y | -39.0% | -22.9% | -16.1% | -37.2% |
| All | -39.0% | -21.2% | -17.8% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling