+293.7%
TPR vs SHAK
+1.3%
+292.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.9% | -2.9% |
| 7D | -3.4% | -0.3% | -3.0% | -3.3% |
| 30D | -27.3% | -5.2% | -22.1% | -26.3% |
| 3M | -16.2% | +27.3% | -43.5% | -23.0% |
| 6M | -17.9% | -27.9% | +10.0% | -10.9% |
| YTD | -7.1% | -17.0% | +9.9% | -3.7% |
| 1Y | +13.6% | -30.9% | +44.6% | +24.0% |
| 3Y | +293.7% | +3.4% | +290.4% | +260.3% |
| All | +293.7% | +1.3% | +292.5% | +260.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling