-53.1%
TE vs SHAK
+2.9%
-56.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.2% |
| 7D | +0.2% | -8.3% | +8.5% | +2.5% |
| 30D | -5.9% | -12.6% | +6.7% | -2.5% |
| 3M | -45.6% | +9.1% | -54.7% | -47.7% |
| 6M | -43.4% | -31.2% | -12.1% | -39.5% |
| YTD | -31.0% | -21.6% | -9.4% | -29.4% |
| 1Y | +145.2% | -38.8% | +184.0% | +169.7% |
| 3Y | -24.1% | +0.6% | -24.7% | -28.2% |
| 5Y | -48.1% | -22.5% | -25.6% | -51.6% |
| All | -53.1% | +2.9% | -56.0% | -55.8% |
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