+1,777.9%
TKO vs SHAK
+35.4%
+1,742.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | +2.3% | -8.3% | +10.6% | +3.7% |
| 30D | -2.5% | -12.6% | +10.2% | -0.4% |
| 3M | -10.6% | +9.1% | -19.7% | -12.3% |
| 6M | -5.1% | -31.2% | +26.2% | -0.9% |
| YTD | -8.2% | -21.6% | +13.4% | -6.4% |
| 1Y | -4.4% | -38.8% | +34.3% | +1.1% |
| 3Y | +100.4% | +0.6% | +99.8% | +88.8% |
| 5Y | +294.3% | -22.5% | +316.8% | +272.7% |
| 10Y | +983.2% | +85.3% | +897.9% | +725.7% |
| All | +1,777.9% | +35.4% | +1,742.5% | +1,430.1% |
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