-33.5%
TEM vs SHAK
-34.9%
+1.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.6% |
| 7D | -8.7% | -8.3% | -0.4% | -6.0% |
| 30D | +8.1% | -12.6% | +20.7% | +13.2% |
| 3M | +19.0% | +9.1% | +9.9% | +15.8% |
| 6M | +12.0% | -31.2% | +43.3% | +24.2% |
| YTD | -0.1% | -21.6% | +21.5% | +6.9% |
| 1Y | -33.5% | -38.8% | +5.2% | -21.2% |
| All | -33.5% | -34.9% | +1.3% | -21.2% |
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 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