+201.1%
TGT vs SHAK
+35.4%
+165.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.4% |
| 7D | -5.2% | -8.3% | +3.0% | -4.0% |
| 30D | +1.2% | -12.6% | +13.8% | +3.3% |
| 3M | +18.4% | +9.1% | +9.3% | +16.5% |
| 6M | +33.4% | -31.2% | +64.7% | +39.2% |
| YTD | +63.8% | -21.6% | +85.4% | +67.4% |
| 1Y | +77.2% | -38.8% | +115.9% | +87.4% |
| 3Y | +41.8% | +0.6% | +41.2% | +37.1% |
| 5Y | -25.5% | -22.5% | -3.0% | -28.2% |
| 10Y | +204.9% | +85.3% | +119.6% | +155.8% |
| All | +201.1% | +35.4% | +165.7% | +152.4% |
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