+38.5%
TNA vs SHAK
-21.2%
+59.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.8% | +0.6% | +3.2% |
| 7D | +2.4% | +8.3% | -5.9% | -0.2% |
| 30D | -0.9% | +16.7% | -17.6% | -5.9% |
| 3M | -19.2% | +10.0% | -29.2% | -22.2% |
| 6M | -0.8% | -23.8% | +23.0% | +8.9% |
| YTD | +33.2% | -10.3% | +43.5% | +34.3% |
| 1Y | +38.5% | -22.9% | +61.4% | +68.8% |
| All | +38.5% | -21.2% | +59.8% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling