-35.4%
TLT vs SHAK
-22.8%
-12.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | 0.0% |
| 7D | -1.6% | -8.3% | +6.7% | -1.5% |
| 30D | -1.1% | -12.6% | +11.5% | -0.9% |
| 3M | -4.9% | +9.1% | -14.0% | -5.1% |
| 6M | -5.0% | -31.2% | +26.2% | -4.5% |
| YTD | -4.4% | -21.6% | +17.2% | -4.1% |
| 1Y | -6.4% | -38.8% | +32.4% | -5.7% |
| 3Y | -2.0% | +0.6% | -2.6% | -3.8% |
| All | -35.4% | -22.8% | -12.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling