+116.7%
TRMB vs SHAK
+87.2%
+29.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.6% |
| 7D | -3.0% | -8.3% | +5.2% | -0.9% |
| 30D | +2.3% | -12.6% | +15.0% | +5.8% |
| 3M | +15.3% | +9.1% | +6.2% | +12.0% |
| 6M | -14.7% | -31.2% | +16.5% | -8.6% |
| YTD | -26.4% | -21.6% | -4.8% | -24.2% |
| 1Y | -30.4% | -38.8% | +8.4% | -23.7% |
| 3Y | +13.5% | +0.6% | +12.9% | +3.7% |
| 5Y | -38.6% | -22.5% | -16.1% | -43.1% |
| All | +116.7% | +87.2% | +29.5% | +48.0% |
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 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