+126.9%
TD vs SHAK
-22.8%
+149.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.4% |
| 7D | -0.5% | -8.3% | +7.7% | +0.3% |
| 30D | -1.9% | -12.6% | +10.7% | -0.6% |
| 3M | +4.8% | +9.1% | -4.4% | +3.5% |
| 6M | +28.0% | -31.2% | +59.2% | +31.6% |
| YTD | +30.3% | -21.6% | +51.9% | +31.9% |
| 1Y | +59.8% | -38.8% | +98.6% | +65.8% |
| 3Y | +124.7% | +0.6% | +124.1% | +112.1% |
| All | +126.9% | -22.8% | +149.6% | +115.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling