-37.2%
TRMB vs SHAK
-22.8%
-14.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.6% |
| 7D | -3.0% | -8.3% | +5.2% | -0.8% |
| 30D | +2.3% | -12.6% | +15.0% | +6.0% |
| 3M | +15.3% | +9.1% | +6.2% | +11.7% |
| 6M | -14.7% | -31.2% | +16.5% | -8.2% |
| YTD | -26.4% | -21.6% | -4.8% | -24.2% |
| 1Y | -30.4% | -38.8% | +8.4% | -23.2% |
| 3Y | +13.5% | +0.6% | +12.9% | +0.9% |
| All | -37.2% | -22.8% | -14.4% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling