+303.8%
TD vs SHAK
+87.2%
+216.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.2% |
| 7D | -0.5% | -8.3% | +7.7% | +0.7% |
| 30D | -1.9% | -12.6% | +10.7% | -0.1% |
| 3M | +4.8% | +9.1% | -4.4% | +3.0% |
| 6M | +28.0% | -31.2% | +59.2% | +33.0% |
| YTD | +30.3% | -21.6% | +51.9% | +32.4% |
| 1Y | +59.8% | -38.8% | +98.6% | +68.1% |
| 3Y | +124.7% | +0.6% | +124.1% | +108.6% |
| 5Y | +127.0% | -22.5% | +149.5% | +111.6% |
| All | +303.8% | +87.2% | +216.6% | +191.0% |
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