+126.6%
TFC vs SHAK
+43.4%
+83.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.5% |
| 7D | +2.2% | -0.3% | +2.6% | +2.3% |
| 30D | -2.5% | -5.2% | +2.8% | -1.4% |
| 3M | +4.5% | +27.3% | -22.7% | -1.4% |
| 6M | +11.0% | -27.9% | +38.8% | +16.4% |
| YTD | +5.9% | -17.0% | +22.9% | +7.4% |
| 1Y | +14.6% | -30.9% | +45.5% | +20.4% |
| 3Y | +96.7% | +3.4% | +93.3% | +81.2% |
| 5Y | +15.6% | -20.5% | +36.1% | +7.4% |
| 10Y | +98.6% | +88.3% | +10.3% | +47.0% |
| All | +126.6% | +43.4% | +83.2% | +71.5% |
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 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