+47.5%
TDY vs SHAK
-2.6%
+50.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.8% |
| 7D | -1.1% | -8.3% | +7.2% | 0.0% |
| 30D | -12.0% | -12.6% | +0.6% | -10.5% |
| 3M | -3.2% | +9.1% | -12.3% | -4.8% |
| 6M | -7.9% | -31.2% | +23.4% | -4.2% |
| YTD | +18.2% | -21.6% | +39.8% | +20.0% |
| 1Y | +6.7% | -38.8% | +45.4% | +12.5% |
| 3Y | +47.5% | +0.6% | +46.9% | +39.1% |
| All | +47.5% | -2.6% | +50.2% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling