+358.9%
TPR vs SHAK
+47.7%
+311.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -23.0% | -6.6% | -16.3% | -21.6% |
| 3M | -12.5% | +30.1% | -42.5% | -20.1% |
| 6M | -21.4% | -28.7% | +7.3% | -15.0% |
| YTD | -3.5% | -14.5% | +11.0% | -1.6% |
| 1Y | +17.4% | -31.9% | +49.2% | +27.7% |
| 3Y | +291.3% | -1.0% | +292.2% | +260.6% |
| 5Y | +241.9% | -18.7% | +260.6% | +216.5% |
| 10Y | +322.7% | +98.1% | +224.5% | +185.4% |
| All | +358.9% | +47.7% | +311.3% | +220.1% |
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