+218.7%
TRU vs SHAK
+1.7%
+217.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.2% |
| 7D | -2.7% | -8.3% | +5.6% | -0.8% |
| 30D | -2.0% | -12.6% | +10.6% | +1.0% |
| 3M | +18.4% | +9.1% | +9.3% | +15.3% |
| 6M | +8.9% | -31.2% | +40.1% | +15.4% |
| YTD | -8.9% | -21.6% | +12.6% | -7.0% |
| 1Y | -15.9% | -38.8% | +22.9% | -9.1% |
| 3Y | -1.1% | +0.6% | -1.7% | -8.9% |
| 5Y | -35.2% | -22.5% | -12.7% | -39.5% |
| 10Y | +145.3% | +85.3% | +60.0% | +75.2% |
| All | +218.7% | +1.7% | +217.0% | +137.8% |
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