-46.4%
TOST vs SHAK
-11.4%
-35.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.2% |
| 7D | -4.7% | +4.1% | -8.8% | -6.7% |
| 30D | +8.5% | +2.3% | +6.2% | +6.9% |
| 3M | -1.6% | -0.2% | -1.3% | -2.6% |
| 6M | +44.1% | +10.1% | +34.0% | +34.1% |
| YTD | -5.6% | -10.5% | +4.9% | -8.9% |
| 1Y | -12.6% | -22.4% | +9.8% | -9.2% |
| 3Y | +137.6% | +32.1% | +105.5% | +47.4% |
| 5Y | -30.4% | -14.0% | -16.4% | -49.8% |
| All | -46.4% | -11.4% | -35.0% | -60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling