+33.0%
TMUS vs SHAK
-3.6%
+36.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -2.2% |
| 7D | -5.3% | -7.2% | +1.9% | -5.1% |
| 30D | +0.1% | -11.8% | +11.9% | +0.4% |
| 3M | -0.6% | +17.2% | -17.8% | -1.2% |
| 6M | -17.5% | -34.1% | +16.6% | -17.1% |
| YTD | -11.3% | -22.4% | +11.1% | -11.5% |
| 1Y | -25.4% | -35.9% | +10.5% | -24.9% |
| All | +33.0% | -3.6% | +36.6% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling