+305.7%
TMUS vs SHAK
+81.5%
+224.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | -5.8% | -11.0% | +5.2% | -4.6% |
| 30D | -0.2% | -14.0% | +13.8% | +1.4% |
| 3M | -4.0% | +13.3% | -17.2% | -5.7% |
| 6M | -18.1% | -35.3% | +17.2% | -15.3% |
| YTD | -11.3% | -24.0% | +12.6% | -10.4% |
| 1Y | -24.7% | -36.7% | +12.0% | -22.4% |
| 3Y | +35.4% | -5.4% | +40.7% | +27.5% |
| 5Y | +42.4% | -24.9% | +67.3% | +33.6% |
| All | +305.7% | +81.5% | +224.2% | +205.5% |
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