-9.6%
TOST vs SHAK
-18.1%
+8.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +3.0% | +8.2% | -5.3% | +1.3% |
| 30D | +10.3% | +13.5% | -3.2% | +7.4% |
| 3M | -3.3% | +6.2% | -9.5% | -4.8% |
| 6M | +37.8% | +8.2% | +29.6% | +33.2% |
| YTD | -2.8% | -6.5% | +3.7% | -8.4% |
| 1Y | -9.6% | -19.2% | +9.6% | -8.3% |
| All | -9.6% | -18.1% | +8.5% | -8.3% |
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