+62.6%
TD vs SHAK
-21.2%
+83.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +2.5% |
| 7D | +1.4% | +8.3% | -7.0% | +0.8% |
| 30D | +10.2% | +16.7% | -6.5% | +9.0% |
| 3M | +8.1% | +10.0% | -1.8% | +7.2% |
| 6M | +22.3% | -23.8% | +46.1% | +25.0% |
| YTD | +39.0% | -10.3% | +49.3% | +41.5% |
| 1Y | +62.6% | -22.9% | +85.5% | +69.5% |
| All | +62.6% | -21.2% | +83.9% | +69.5% |
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 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