-11.5%
TCOM vs SHAK
+87.2%
-98.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.1% |
| 7D | -4.9% | -8.3% | +3.4% | -3.1% |
| 30D | -14.4% | -12.6% | -1.8% | -11.8% |
| 3M | -17.7% | +9.1% | -26.8% | -19.9% |
| 6M | -25.1% | -31.2% | +6.1% | -20.6% |
| YTD | -45.7% | -21.6% | -24.2% | -44.5% |
| 1Y | -47.9% | -38.8% | -9.1% | -43.7% |
| 3Y | +8.9% | +0.6% | +8.3% | -3.3% |
| 5Y | +26.9% | -22.5% | +49.4% | +15.3% |
| All | -11.5% | +87.2% | -98.7% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling