+77.2%
TGT vs SHAK
-34.9%
+112.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.7% |
| 7D | -5.2% | -8.3% | +3.0% | -3.4% |
| 30D | +1.2% | -12.6% | +13.8% | +4.3% |
| 3M | +18.4% | +9.1% | +9.3% | +15.5% |
| 6M | +33.4% | -31.2% | +64.7% | +41.1% |
| YTD | +63.8% | -21.6% | +85.4% | +66.0% |
| 1Y | +77.2% | -38.8% | +115.9% | +83.6% |
| All | +77.2% | -34.9% | +112.0% | +83.6% |
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