+140.0%
TRV vs SHAK
-5.6%
+145.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | -1.5% | -11.0% | +9.5% | -0.9% |
| 30D | -1.8% | -14.0% | +12.2% | -1.1% |
| 3M | +21.6% | +13.3% | +8.3% | +20.5% |
| 6M | +22.5% | -35.3% | +57.8% | +24.8% |
| YTD | +28.1% | -24.0% | +52.1% | +29.0% |
| 1Y | +37.0% | -36.7% | +73.7% | +39.5% |
| All | +140.0% | -5.6% | +145.7% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling