+281.0%
TEL vs SHAK
+34.1%
+246.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.4% | +1.2% |
| 7D | +1.2% | -7.2% | +8.4% | +2.8% |
| 30D | -4.1% | -11.8% | +7.7% | -1.7% |
| 3M | -2.6% | +17.2% | -19.7% | -6.2% |
| 6M | 0.0% | -34.1% | +34.2% | +7.0% |
| YTD | -9.1% | -22.4% | +13.3% | -6.3% |
| 1Y | -0.8% | -35.9% | +35.1% | +5.8% |
| 3Y | +67.4% | -3.4% | +70.7% | +57.2% |
| 5Y | +51.8% | -25.4% | +77.2% | +43.8% |
| 10Y | +299.4% | +83.4% | +216.0% | +201.0% |
| All | +281.0% | +34.1% | +246.9% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling