+572.6%
TLN vs SHAK
-6.5%
+579.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.3% |
| 7D | -1.3% | -8.3% | +6.9% | +0.4% |
| 30D | -14.3% | -12.6% | -1.7% | -11.9% |
| 3M | -9.3% | +9.1% | -18.4% | -11.6% |
| 6M | -1.1% | -31.2% | +30.1% | +5.4% |
| YTD | -16.6% | -21.6% | +5.0% | -14.2% |
| 1Y | -22.0% | -38.8% | +16.8% | -15.0% |
| 3Y | +470.2% | +0.6% | +469.6% | +503.1% |
| All | +572.6% | -6.5% | +579.1% | +620.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling