-7.9%
TDY vs SHAK
-33.5%
+25.6%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +1.0% |
| 7D | -1.1% | -8.3% | +7.2% | -0.6% |
| 30D | -12.0% | -12.6% | +0.6% | -11.3% |
| 3M | -3.2% | +9.1% | -12.3% | -3.9% |
| 6M | -7.9% | -31.2% | +23.4% | -6.2% |
| All | -7.9% | -33.5% | +25.6% | -6.2% |
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