+16.0%
TFC vs SHAK
-34.9%
+50.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.3% |
| 7D | -2.4% | -8.3% | +5.9% | -1.2% |
| 30D | -3.4% | -12.6% | +9.3% | -1.6% |
| 3M | +0.4% | +9.1% | -8.7% | -1.3% |
| 6M | +12.7% | -31.2% | +43.9% | +17.7% |
| YTD | +5.6% | -21.6% | +27.2% | +8.4% |
| 1Y | +16.0% | -38.8% | +54.8% | +20.6% |
| All | +16.0% | -34.9% | +50.9% | +20.6% |
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 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