+52.2%
TEM vs SHAK
-31.3%
+83.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.5% | +1.8% | -1.5% |
| 7D | -1.1% | -7.2% | +6.1% | +2.6% |
| 30D | +11.3% | -11.8% | +23.1% | +18.6% |
| 3M | +25.5% | +17.2% | +8.4% | +14.9% |
| 6M | +17.1% | -34.1% | +51.3% | +39.0% |
| YTD | +3.8% | -22.4% | +26.1% | +11.1% |
| 1Y | -24.4% | -35.9% | +11.6% | -10.0% |
| All | +52.2% | -31.3% | +83.5% | +86.4% |
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