+93.7%
TFC vs SHAK
-5.6%
+99.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.4% | +0.8% |
| 7D | -2.5% | -11.0% | +8.5% | -0.3% |
| 30D | -2.8% | -14.0% | +11.2% | 0.0% |
| 3M | +2.1% | +13.3% | -11.1% | -1.0% |
| 6M | +10.1% | -35.3% | +45.4% | +17.9% |
| YTD | +5.4% | -24.0% | +29.4% | +8.7% |
| 1Y | +16.3% | -36.7% | +53.0% | +24.3% |
| All | +93.7% | -5.6% | +99.3% | +69.5% |
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