+307.1%
TPR vs SHAK
+81.5%
+225.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.6% |
| 7D | -5.1% | -11.0% | +5.8% | -1.3% |
| 30D | -27.6% | -14.0% | -13.5% | -23.9% |
| 3M | -17.5% | +13.3% | -30.7% | -22.0% |
| 6M | -21.3% | -35.3% | +14.0% | -11.2% |
| YTD | -8.5% | -24.0% | +15.5% | -2.8% |
| 1Y | +11.5% | -36.7% | +48.2% | +25.6% |
| 3Y | +288.0% | -5.4% | +293.4% | +253.9% |
| 5Y | +225.2% | -24.9% | +250.1% | +201.4% |
| All | +307.1% | +81.5% | +225.6% | +140.2% |
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 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