-25.8%
TE vs SHAK
-21.2%
-4.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.4% | -3.7% |
| 7D | +3.8% | +8.3% | -4.5% | +3.3% |
| 30D | -26.2% | +16.7% | -42.9% | -26.7% |
| 3M | -49.7% | +10.0% | -59.7% | -50.1% |
| 6M | -46.5% | -23.8% | -22.7% | -42.6% |
| YTD | -59.1% | -10.3% | -48.8% | -57.5% |
| 1Y | -25.8% | -22.9% | -2.9% | -3.1% |
| All | -25.8% | -21.2% | -4.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling