+600.6%
TLN vs SHAK
-1.0%
+601.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.6% | +3.4% |
| 7D | +10.9% | -0.3% | +11.2% | +11.0% |
| 30D | -6.3% | -5.2% | -1.1% | -5.2% |
| 3M | -10.7% | +27.3% | -38.0% | -15.9% |
| 6M | +1.6% | -27.9% | +29.5% | +7.3% |
| YTD | -13.1% | -17.0% | +3.9% | -11.7% |
| 1Y | -15.1% | -30.9% | +15.9% | -10.0% |
| 3Y | +495.0% | +3.4% | +491.6% | +524.1% |
| All | +600.6% | -1.0% | +601.6% | +641.8% |
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 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