+45.9%
TEM vs SHAK
-32.7%
+78.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.1% |
| 7D | -9.2% | -11.0% | +1.8% | -3.9% |
| 30D | +5.5% | -14.0% | +19.5% | +13.8% |
| 3M | +18.7% | +13.3% | +5.5% | +10.5% |
| 6M | +15.4% | -35.3% | +50.7% | +38.1% |
| YTD | -0.5% | -24.0% | +23.5% | +7.6% |
| 1Y | -24.8% | -36.7% | +11.9% | -10.1% |
| All | +45.9% | -32.7% | +78.7% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling