+33.1%
TPR vs SHAK
-20.2%
+53.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.3% | -1.0% |
| 7D | -0.3% | +4.3% | -4.6% | -1.4% |
| 30D | +15.1% | +9.0% | +6.1% | +12.3% |
| 3M | +3.5% | +1.8% | +1.7% | +2.6% |
| 6M | +0.4% | +17.3% | -16.9% | -5.2% |
| YTD | +4.6% | -7.6% | +12.2% | +10.0% |
| 1Y | +33.1% | -16.9% | +50.0% | +42.4% |
| All | +33.1% | -20.2% | +53.3% | +42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling