-23.0%
TNA vs SHAK
-22.8%
-0.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | -1.1% |
| 7D | -7.3% | -8.3% | +1.0% | -1.6% |
| 30D | -14.2% | -12.6% | -1.5% | -5.9% |
| 3M | -4.6% | +9.1% | -13.7% | -13.0% |
| 6M | +36.9% | -31.2% | +68.2% | +63.8% |
| YTD | +42.5% | -21.6% | +64.1% | +52.4% |
| 1Y | +45.8% | -38.8% | +84.5% | +87.8% |
| 3Y | +104.7% | +0.6% | +104.0% | +58.7% |
| All | -23.0% | -22.8% | -0.2% | -31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling