-49.3%
TE vs SHAK
-22.8%
-26.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.6% |
| 7D | +0.2% | -8.3% | +8.5% | +3.6% |
| 30D | -5.9% | -12.6% | +6.7% | -0.9% |
| 3M | -45.6% | +9.1% | -54.7% | -48.8% |
| 6M | -43.4% | -31.2% | -12.1% | -37.8% |
| YTD | -31.0% | -21.6% | -9.4% | -29.4% |
| 1Y | +145.2% | -38.8% | +184.0% | +181.6% |
| 3Y | -24.1% | +0.6% | -24.7% | -36.9% |
| All | -49.3% | -22.8% | -26.6% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling