+309.3%
TEL vs SHAK
+87.2%
+222.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +2.8% |
| 7D | +1.6% | -8.3% | +9.9% | +3.6% |
| 30D | -0.7% | -12.6% | +12.0% | +2.4% |
| 3M | +2.4% | +9.1% | -6.7% | -0.2% |
| 6M | +4.1% | -31.2% | +35.4% | +11.2% |
| YTD | -5.8% | -21.6% | +15.8% | -2.9% |
| 1Y | +0.9% | -38.8% | +39.7% | +9.8% |
| 3Y | +72.6% | +0.6% | +72.0% | +58.0% |
| 5Y | +57.5% | -22.5% | +80.1% | +45.9% |
| All | +309.3% | +87.2% | +222.1% | +179.7% |
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