-52.1%
TSLL vs SHAK
+49.7%
-101.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +7.3% | +3.6% | +7.0% |
| 7D | -14.3% | +6.5% | -20.8% | -16.6% |
| 30D | -6.2% | +15.3% | -21.5% | -13.0% |
| 3M | +21.2% | +8.5% | +12.7% | +15.3% |
| 6M | -36.6% | +10.0% | -46.6% | -42.2% |
| YTD | -47.8% | -5.0% | -42.8% | -52.9% |
| 1Y | -45.2% | -15.3% | -29.9% | -46.7% |
| 3Y | -3.3% | +40.7% | -43.9% | -30.2% |
| All | -52.1% | +49.7% | -101.8% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling