-16.7%
TLN vs SHAK
-34.0%
+17.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.1% | +3.6% | +3.7% |
| 7D | +7.1% | -0.7% | +7.8% | +7.2% |
| 30D | -3.9% | -6.6% | +2.7% | -3.0% |
| 3M | -16.2% | +30.1% | -46.2% | -19.5% |
| 6M | -5.8% | -28.7% | +22.9% | -0.1% |
| YTD | -15.4% | -14.5% | -0.9% | -13.5% |
| 1Y | -16.7% | -31.9% | +15.2% | -10.7% |
| All | -16.7% | -34.0% | +17.3% | -10.7% |
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