+357.0%
TPR vs SHAK
+91.5%
+265.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.5% |
| 7D | -1.1% | +4.1% | -5.2% | -2.6% |
| 30D | +15.1% | +2.3% | +12.8% | +13.9% |
| 3M | -13.4% | -0.2% | -13.2% | -14.1% |
| 6M | +1.4% | +10.1% | -8.7% | -4.4% |
| YTD | +4.8% | -10.5% | +15.2% | +4.5% |
| 1Y | +29.2% | -22.4% | +51.6% | +35.1% |
| 3Y | +403.7% | +32.1% | +371.6% | +306.2% |
| 5Y | +230.8% | -14.0% | +244.8% | +193.5% |
| All | +357.0% | +91.5% | +265.5% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling