-34.5%
TLT vs SHAK
-12.1%
-22.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.5% |
| 7D | -3.1% | +4.3% | -7.4% | -3.2% |
| 30D | +1.0% | +9.0% | -8.0% | +0.8% |
| 3M | -2.7% | +1.8% | -4.5% | -2.8% |
| 6M | -4.1% | +17.3% | -21.5% | -4.6% |
| YTD | -5.4% | -7.6% | +2.3% | -5.5% |
| 1Y | -7.0% | -16.9% | +9.9% | -7.0% |
| 3Y | +2.8% | +35.1% | -32.2% | 0.0% |
| All | -34.5% | -12.1% | -22.5% | -38.9% |
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