+143.4%
TSCO vs SHAK
+35.4%
+108.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.2% | -4.7% | -2.0% |
| 7D | -5.7% | -8.3% | +2.6% | -4.5% |
| 30D | -8.8% | -12.6% | +3.9% | -7.0% |
| 3M | +6.3% | +9.1% | -2.8% | +4.6% |
| 6M | -32.3% | -31.2% | -1.0% | -29.4% |
| YTD | -32.7% | -21.6% | -11.1% | -31.4% |
| 1Y | -43.7% | -38.8% | -4.9% | -40.7% |
| 3Y | -19.7% | +0.6% | -20.3% | -23.6% |
| 5Y | -11.6% | -22.5% | +10.9% | -16.1% |
| 10Y | +184.1% | +85.3% | +98.8% | +121.5% |
| All | +143.4% | +35.4% | +108.0% | +93.1% |
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