+60.3%
TECK vs SHAK
-34.9%
+95.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.3% | +0.2% |
| 7D | -3.8% | -8.3% | +4.4% | -2.3% |
| 30D | +0.7% | -12.6% | +13.4% | +3.3% |
| 3M | +4.6% | +9.1% | -4.5% | +2.5% |
| 6M | +25.1% | -31.2% | +56.4% | +31.9% |
| YTD | +39.2% | -21.6% | +60.8% | +43.0% |
| 1Y | +60.3% | -38.8% | +99.1% | +67.8% |
| All | +60.3% | -34.9% | +95.2% | +67.8% |
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 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