+69.0%
TPG vs SHAK
-14.2%
+83.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.5% | +0.6% |
| 7D | -9.4% | -8.3% | -1.1% | -7.0% |
| 30D | -5.3% | -12.6% | +7.4% | -1.3% |
| 3M | +12.9% | +9.1% | +3.8% | +9.0% |
| 6M | +20.1% | -31.2% | +51.3% | +30.1% |
| YTD | -22.5% | -21.6% | -0.9% | -20.1% |
| 1Y | -19.7% | -38.8% | +19.1% | -10.3% |
| 3Y | +81.2% | +0.6% | +80.6% | +59.2% |
| All | +69.0% | -14.2% | +83.3% | +45.4% |
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 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