-20.7%
TLT vs SHAK
+87.2%
-107.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | +0.1% |
| 7D | -1.6% | -8.3% | +6.7% | -1.7% |
| 30D | -1.1% | -12.6% | +11.5% | -1.2% |
| 3M | -4.9% | +9.1% | -14.0% | -4.7% |
| 6M | -5.0% | -31.2% | +26.2% | -5.3% |
| YTD | -4.4% | -21.6% | +17.2% | -4.4% |
| 1Y | -6.4% | -38.8% | +32.4% | -6.7% |
| 3Y | -2.0% | +0.6% | -2.6% | -1.4% |
| 5Y | -35.0% | -22.5% | -12.5% | -35.0% |
| All | -20.7% | +87.2% | -107.9% | -12.3% |
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 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