+237.8%
TMUS vs SHAK
+97.6%
+140.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.8% | -1.0% |
| 7D | +4.9% | +4.3% | +0.6% | +4.4% |
| 30D | +7.7% | +9.0% | -1.3% | +6.6% |
| 3M | -6.8% | +1.8% | -8.6% | -7.2% |
| 6M | -9.7% | +17.3% | -27.0% | -11.8% |
| YTD | -15.0% | -7.6% | -7.3% | -16.0% |
| 1Y | -19.1% | -16.9% | -2.2% | -19.1% |
| 3Y | +21.4% | +35.1% | -13.6% | +9.4% |
| 5Y | +51.2% | -11.3% | +62.4% | +39.7% |
| All | +237.8% | +97.6% | +140.2% | +148.5% |
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