+371.7%
TPR vs SHAK
+105.4%
+266.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.5% | -1.3% |
| 7D | +6.4% | +3.0% | +3.4% | +5.1% |
| 30D | +13.8% | +8.2% | +5.5% | +10.4% |
| 3M | -16.6% | +4.6% | -21.2% | -18.6% |
| 6M | +0.7% | +16.3% | -15.7% | -6.9% |
| YTD | +5.3% | -7.6% | +12.9% | +4.0% |
| 1Y | +32.4% | -18.7% | +51.1% | +36.2% |
| 3Y | +406.4% | +36.4% | +370.0% | +304.0% |
| 5Y | +227.9% | -10.5% | +238.4% | +187.0% |
| 10Y | +371.7% | +99.0% | +272.7% | +157.0% |
| All | +371.7% | +105.4% | +266.4% | +157.0% |
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