+850.1%
TRGP vs SHAK
+87.2%
+762.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -1.4% |
| 7D | +0.1% | -8.3% | +8.4% | +2.3% |
| 30D | +8.0% | -12.6% | +20.7% | +11.7% |
| 3M | +8.3% | +9.1% | -0.9% | +4.2% |
| 6M | +23.9% | -31.2% | +55.2% | +31.4% |
| YTD | +59.6% | -21.6% | +81.2% | +61.2% |
| 1Y | +79.4% | -38.8% | +118.2% | +93.8% |
| 3Y | +269.4% | +0.6% | +268.8% | +213.8% |
| 5Y | +641.6% | -22.5% | +664.2% | +534.3% |
| All | +850.1% | +87.2% | +762.9% | +433.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling