+218.7%
TPR vs SHAK
-25.9%
+244.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -1.2% |
| 7D | -7.3% | -7.2% | -0.1% | -5.0% |
| 30D | -30.7% | -11.8% | -18.9% | -28.0% |
| 3M | -21.6% | +17.2% | -38.8% | -26.6% |
| 6M | -21.3% | -34.1% | +12.8% | -11.8% |
| YTD | -10.2% | -22.4% | +12.2% | -5.1% |
| 1Y | +9.5% | -35.9% | +45.4% | +22.8% |
| 3Y | +280.8% | -3.4% | +284.1% | +244.2% |
| 5Y | +218.7% | -25.4% | +244.1% | +185.6% |
| All | +218.7% | -25.9% | +244.6% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling