-44.8%
TOST vs SHAK
-7.5%
-37.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +3.0% | +8.2% | -5.3% | -1.0% |
| 30D | +10.3% | +13.5% | -3.2% | +3.3% |
| 3M | -3.3% | +6.2% | -9.5% | -7.1% |
| 6M | +37.8% | +8.2% | +29.6% | +29.2% |
| YTD | -2.8% | -6.5% | +3.7% | -8.1% |
| 1Y | -9.6% | -19.2% | +9.6% | -7.9% |
| 3Y | +144.6% | +37.9% | +106.7% | +48.7% |
| 5Y | -31.0% | -9.5% | -21.5% | -51.3% |
| All | -44.8% | -7.5% | -37.3% | -60.1% |
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