-44.4%
TOST vs SHAK
-5.9%
-38.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.3% | -7.0% | -3.2% |
| 7D | +4.0% | +6.5% | -2.4% | +0.7% |
| 30D | +11.1% | +15.3% | -4.3% | +3.3% |
| 3M | +0.8% | +8.5% | -7.6% | -4.1% |
| 6M | +38.8% | +10.0% | +28.8% | +29.2% |
| YTD | -2.1% | -5.0% | +2.9% | -8.1% |
| 1Y | -6.0% | -15.3% | +9.3% | -6.6% |
| 3Y | +149.8% | +40.7% | +109.1% | +50.3% |
| 5Y | -42.8% | -7.9% | -34.8% | -59.9% |
| All | -44.4% | -5.9% | -38.5% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling