-88.4%
TMF vs SHAK
-27.4%
-61.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.3% |
| 7D | -4.8% | -11.0% | +6.2% | -4.1% |
| 30D | -4.9% | -14.0% | +9.1% | -4.1% |
| 3M | -13.4% | +13.3% | -26.7% | -14.1% |
| 6M | -23.0% | -35.3% | +12.3% | -21.5% |
| YTD | -20.2% | -24.0% | +3.8% | -19.5% |
| 1Y | -26.5% | -36.7% | +10.2% | -25.1% |
| 3Y | -45.2% | -5.4% | -39.8% | -48.0% |
| 5Y | -88.4% | -24.9% | -63.5% | -89.3% |
| All | -88.4% | -27.4% | -61.0% | -89.3% |
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 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