+482.8%
TLN vs SHAK
-3.6%
+486.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.5% |
| 7D | +5.8% | -7.2% | +13.0% | +7.5% |
| 30D | -6.9% | -11.8% | +5.0% | -4.3% |
| 3M | -10.9% | +17.2% | -28.1% | -14.6% |
| 6M | -4.6% | -34.1% | +29.5% | +2.8% |
| YTD | -14.7% | -22.4% | +7.7% | -12.1% |
| 1Y | -17.9% | -35.9% | +18.0% | -11.6% |
| All | +482.8% | -3.6% | +486.4% | +520.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling