+146.6%
TRMB vs SHAK
+43.4%
+103.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.5% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | -1.2% | -5.2% | +4.0% | -0.1% |
| 3M | +9.6% | +27.3% | -17.7% | +3.1% |
| 6M | -16.1% | -27.9% | +11.8% | -11.8% |
| YTD | -25.0% | -17.0% | -8.0% | -23.9% |
| 1Y | -27.7% | -30.9% | +3.2% | -23.7% |
| 3Y | +15.3% | +3.4% | +11.9% | +6.8% |
| 5Y | -37.4% | -20.5% | -16.9% | -41.3% |
| 10Y | +117.5% | +88.3% | +29.2% | +62.5% |
| All | +146.6% | +43.4% | +103.2% | +89.6% |
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