-48.1%
TOST vs SHAK
-23.2%
-24.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.5% | +4.0% | +0.6% |
| 7D | -4.7% | -7.2% | +2.5% | -1.3% |
| 30D | -9.1% | -11.8% | +2.7% | -3.6% |
| 3M | +29.8% | +17.2% | +12.6% | +18.7% |
| 6M | +10.0% | -34.1% | +44.2% | +26.5% |
| YTD | -8.6% | -22.4% | +13.8% | -4.7% |
| 1Y | -20.7% | -35.9% | +15.2% | -8.7% |
| 3Y | +55.7% | -3.4% | +59.1% | +18.1% |
| All | -48.1% | -23.2% | -24.9% | -58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling