+369.9%
TD vs SHAK
+34.1%
+335.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.3% |
| 7D | -1.9% | -7.2% | +5.3% | -1.0% |
| 30D | -1.6% | -11.8% | +10.2% | -0.1% |
| 3M | +4.6% | +17.2% | -12.5% | +2.0% |
| 6M | +26.8% | -34.1% | +61.0% | +32.1% |
| YTD | +28.3% | -22.4% | +50.7% | +30.4% |
| 1Y | +60.4% | -35.9% | +96.4% | +66.8% |
| 3Y | +125.7% | -3.4% | +129.1% | +113.6% |
| 5Y | +122.4% | -25.4% | +147.8% | +110.9% |
| 10Y | +297.1% | +83.4% | +213.7% | +213.2% |
| All | +369.9% | +34.1% | +335.8% | +282.6% |
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