+474.3%
TRGP vs SHAK
+34.1%
+440.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | +0.7% |
| 7D | -0.7% | -7.2% | +6.5% | +1.1% |
| 30D | +9.5% | -11.8% | +21.3% | +12.7% |
| 3M | +10.8% | +17.2% | -6.3% | +4.8% |
| 6M | +25.3% | -34.1% | +59.5% | +34.1% |
| YTD | +60.3% | -22.4% | +82.6% | +62.4% |
| 1Y | +84.6% | -35.9% | +120.5% | +95.8% |
| 3Y | +264.4% | -3.4% | +267.7% | +219.6% |
| 5Y | +636.6% | -25.4% | +662.0% | +550.4% |
| 10Y | +848.9% | +83.4% | +765.5% | +489.1% |
| All | +474.3% | +34.1% | +440.2% | +278.0% |
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