+356.2%
TPR vs SHAK
+97.6%
+258.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -1.2% |
| 7D | -0.3% | +4.3% | -4.6% | -1.8% |
| 30D | +15.1% | +9.0% | +6.1% | +11.4% |
| 3M | +3.5% | +1.8% | +1.7% | +2.0% |
| 6M | +0.4% | +17.3% | -16.9% | -7.3% |
| YTD | +4.6% | -7.6% | +12.2% | +3.2% |
| 1Y | +33.1% | -16.9% | +50.0% | +35.8% |
| 3Y | +396.0% | +35.1% | +360.9% | +296.9% |
| 5Y | +230.3% | -11.3% | +241.5% | +189.8% |
| All | +356.2% | +97.6% | +258.6% | +148.8% |
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