+328.6%
TMO vs SHAK
+87.2%
+241.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.7% |
| 7D | -0.6% | -8.3% | +7.6% | +0.5% |
| 30D | +1.1% | -12.6% | +13.8% | +2.9% |
| 3M | +28.3% | +9.1% | +19.2% | +26.4% |
| 6M | +23.3% | -31.2% | +54.5% | +27.8% |
| YTD | +5.5% | -21.6% | +27.0% | +7.3% |
| 1Y | +24.5% | -38.8% | +63.3% | +30.6% |
| 3Y | +19.6% | +0.6% | +19.0% | +14.7% |
| 5Y | +8.1% | -22.5% | +30.7% | +3.3% |
| All | +328.6% | +87.2% | +241.4% | +230.6% |
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 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