+360.5%
TRV vs SHAK
+31.3%
+329.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.8% |
| 7D | -1.5% | -11.0% | +9.5% | -0.3% |
| 30D | -1.8% | -14.0% | +12.2% | -0.3% |
| 3M | +21.6% | +13.3% | +8.3% | +19.5% |
| 6M | +22.5% | -35.3% | +57.8% | +26.9% |
| YTD | +28.1% | -24.0% | +52.1% | +29.9% |
| 1Y | +37.0% | -36.7% | +73.7% | +41.6% |
| 3Y | +141.9% | -5.4% | +147.3% | +131.2% |
| 5Y | +158.5% | -24.9% | +183.4% | +146.5% |
| 10Y | +297.5% | +79.6% | +217.9% | +219.4% |
| All | +360.5% | +31.3% | +329.2% | +270.4% |
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