+349.0%
TECK vs SHAK
+87.2%
+261.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.1% |
| 7D | -3.8% | -8.3% | +4.4% | -1.9% |
| 30D | +0.7% | -12.6% | +13.4% | +3.9% |
| 3M | +4.6% | +9.1% | -4.5% | +1.8% |
| 6M | +25.1% | -31.2% | +56.4% | +33.6% |
| YTD | +39.2% | -21.6% | +60.8% | +43.4% |
| 1Y | +60.3% | -38.8% | +99.1% | +74.7% |
| 3Y | +62.9% | +0.6% | +62.3% | +51.7% |
| 5Y | +181.5% | -22.5% | +204.0% | +162.9% |
| All | +349.0% | +87.2% | +261.8% | +235.3% |
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