+537.0%
TDG vs SHAK
+87.2%
+449.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.4% |
| 7D | -1.9% | -8.3% | +6.4% | +0.3% |
| 30D | -7.7% | -12.6% | +4.9% | -4.5% |
| 3M | -9.3% | +9.1% | -18.4% | -12.1% |
| 6M | -9.4% | -31.2% | +21.9% | -3.1% |
| YTD | -14.3% | -21.6% | +7.3% | -12.0% |
| 1Y | -11.8% | -38.8% | +27.0% | -3.7% |
| 3Y | +52.0% | +0.6% | +51.4% | +32.7% |
| 5Y | +128.8% | -22.5% | +151.4% | +103.7% |
| All | +537.0% | +87.2% | +449.8% | +317.3% |
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