-31.0%
TRMB vs SHAK
-21.2%
-9.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.8% | -21.1% | -17.9% |
| 7D | -15.7% | +8.3% | -24.0% | -16.8% |
| 30D | -7.8% | +16.7% | -24.5% | -10.2% |
| 3M | -9.3% | +10.0% | -19.3% | -11.2% |
| 6M | -20.8% | -23.8% | +3.0% | -18.7% |
| YTD | -30.8% | -10.3% | -20.5% | -31.8% |
| 1Y | -31.0% | -22.9% | -8.1% | -25.0% |
| All | -31.0% | -21.2% | -9.7% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling