+149.8%
TOST vs SHAK
+36.6%
+113.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.3% | -7.0% | -1.8% |
| 7D | +4.0% | +6.5% | -2.4% | +2.0% |
| 30D | +11.1% | +15.3% | -4.3% | +6.3% |
| 3M | +0.8% | +8.5% | -7.6% | -2.1% |
| 6M | +38.8% | +10.0% | +28.8% | +33.1% |
| YTD | -2.1% | -5.0% | +2.9% | -5.7% |
| 1Y | -6.0% | -15.3% | +9.3% | -6.0% |
| 3Y | +149.8% | +40.7% | +109.1% | +100.4% |
| All | +149.8% | +36.6% | +113.2% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling