-9.4%
TDG vs SHAK
-33.5%
+24.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.9% |
| 7D | -1.9% | -8.3% | +6.4% | -1.1% |
| 30D | -7.7% | -12.6% | +4.9% | -6.6% |
| 3M | -9.3% | +9.1% | -18.4% | -10.4% |
| 6M | -9.4% | -31.2% | +21.9% | -7.9% |
| All | -9.4% | -33.5% | +24.1% | -7.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling