+398.4%
TPR vs SHAK
+54.6%
+343.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.4% |
| 7D | -1.1% | +4.1% | -5.2% | -2.4% |
| 30D | +15.1% | +2.3% | +12.8% | +14.1% |
| 3M | -13.4% | -0.2% | -13.2% | -14.0% |
| 6M | +1.4% | +10.1% | -8.7% | -3.6% |
| YTD | +4.8% | -10.5% | +15.2% | +4.8% |
| 1Y | +29.2% | -22.4% | +51.6% | +34.5% |
| 3Y | +403.7% | +32.1% | +371.6% | +324.3% |
| 5Y | +230.8% | -14.0% | +244.8% | +201.7% |
| 10Y | +369.2% | +92.7% | +276.5% | +213.7% |
| All | +398.4% | +54.6% | +343.7% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling