+532.6%
TMUS vs SHAK
+47.7%
+484.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +5.3% | -6.6% | +11.9% | +5.9% |
| 3M | +3.1% | +30.1% | -26.9% | 0.0% |
| 6M | -16.5% | -28.7% | +12.3% | -14.5% |
| YTD | -9.2% | -14.5% | +5.3% | -9.3% |
| 1Y | -26.5% | -31.9% | +5.4% | -24.8% |
| 3Y | +39.0% | -1.0% | +40.0% | +31.6% |
| 5Y | +40.4% | -18.7% | +59.1% | +31.8% |
| 10Y | +303.7% | +98.1% | +205.6% | +215.9% |
| All | +532.6% | +47.7% | +484.9% | +408.7% |
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