-82.1%
TMF vs SHAK
+97.6%
-179.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.5% | -1.3% |
| 7D | -9.3% | +4.3% | -13.6% | -9.2% |
| 30D | +1.9% | +9.0% | -7.1% | +2.1% |
| 3M | -11.2% | +1.8% | -13.0% | -11.2% |
| 6M | -17.7% | +17.3% | -35.0% | -17.4% |
| YTD | -24.5% | -7.6% | -16.8% | -24.4% |
| 1Y | -29.4% | -16.9% | -12.5% | -29.6% |
| 3Y | -33.4% | +35.1% | -68.5% | -32.0% |
| 5Y | -88.7% | -11.3% | -77.5% | -88.8% |
| All | -82.1% | +97.6% | -179.7% | -78.4% |
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