-51.9%
TSLL vs SHAK
+30.7%
-82.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.9% | +10.8% | +9.4% |
| 7D | +5.8% | -0.3% | +6.1% | +5.9% |
| 30D | +21.7% | -5.2% | +26.9% | +25.3% |
| 3M | -28.2% | +27.3% | -55.5% | -39.0% |
| 6M | -29.5% | -27.9% | -1.6% | -22.2% |
| YTD | -47.5% | -17.0% | -30.6% | -48.8% |
| 1Y | -20.8% | -30.9% | +10.1% | -13.1% |
| 3Y | -26.7% | +3.4% | -30.1% | -36.7% |
| All | -51.9% | +30.7% | -82.7% | -67.5% |
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 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