+65.6%
TCOM vs SHAK
+34.1%
+31.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -1.9% |
| 7D | -10.2% | -7.2% | -3.0% | -8.8% |
| 30D | -16.8% | -11.8% | -5.0% | -14.7% |
| 3M | -16.7% | +17.2% | -33.9% | -20.1% |
| 6M | -27.1% | -34.1% | +7.1% | -22.2% |
| YTD | -45.5% | -22.4% | -23.1% | -44.1% |
| 1Y | -45.9% | -35.9% | -10.0% | -42.4% |
| 3Y | +9.8% | -3.4% | +13.1% | -0.1% |
| 5Y | +23.8% | -25.4% | +49.2% | +15.1% |
| 10Y | -10.8% | +83.4% | -94.2% | -35.2% |
| All | +65.6% | +34.1% | +31.5% | +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 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