-87.2%
TMF vs SHAK
+59.7%
-146.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | 0.0% |
| 7D | -3.4% | +3.0% | -6.4% | -3.3% |
| 30D | +11.5% | +8.2% | +3.3% | +11.7% |
| 3M | -4.5% | +4.6% | -9.1% | -4.4% |
| 6M | -15.0% | +16.3% | -31.3% | -14.6% |
| YTD | -19.9% | -7.6% | -12.3% | -19.8% |
| 1Y | -26.6% | -18.7% | -7.8% | -26.8% |
| 3Y | -29.8% | +36.4% | -66.2% | -28.2% |
| 5Y | -88.2% | -10.5% | -77.7% | -88.2% |
| 10Y | -81.4% | +99.0% | -180.4% | -78.6% |
| All | -87.2% | +59.7% | -146.9% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling