+279.2%
TKO vs SHAK
-22.8%
+302.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.1% |
| 7D | +2.3% | -8.3% | +10.6% | +3.5% |
| 30D | -2.5% | -12.6% | +10.2% | -0.7% |
| 3M | -10.6% | +9.1% | -19.7% | -12.1% |
| 6M | -5.1% | -31.2% | +26.2% | -1.3% |
| YTD | -8.2% | -21.6% | +13.4% | -6.5% |
| 1Y | -4.4% | -38.8% | +34.3% | +0.7% |
| 3Y | +100.4% | +0.6% | +99.8% | +91.2% |
| All | +279.2% | -22.8% | +302.0% | +262.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling