+86.0%
TNA vs SHAK
+31.3%
+54.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.7% |
| 7D | -7.6% | -11.0% | +3.4% | -0.5% |
| 30D | -13.6% | -14.0% | +0.4% | -4.9% |
| 3M | +2.8% | +13.3% | -10.4% | -7.5% |
| 6M | +34.5% | -35.3% | +69.8% | +64.9% |
| YTD | +41.0% | -24.0% | +65.0% | +54.2% |
| 1Y | +52.0% | -36.7% | +88.7% | +86.8% |
| 3Y | +103.5% | -5.4% | +108.8% | +82.8% |
| 5Y | -22.5% | -24.9% | +2.4% | -19.3% |
| 10Y | +81.9% | +79.6% | +2.2% | +24.0% |
| All | +86.0% | +31.3% | +54.7% | +30.8% |
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 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