-6.4%
TSLL vs SHAK
+36.4%
-42.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.2% | -6.9% | -5.3% |
| 7D | +17.8% | +4.3% | +13.5% | +15.3% |
| 30D | +8.2% | +9.0% | -0.8% | +3.6% |
| 3M | +20.9% | +1.8% | +19.0% | +18.9% |
| 6M | -37.5% | +17.3% | -54.8% | -44.5% |
| YTD | -44.5% | -7.6% | -36.9% | -49.5% |
| 1Y | -33.0% | -16.9% | -16.0% | -34.6% |
| 3Y | -6.4% | +35.1% | -41.4% | -16.3% |
| All | -6.4% | +36.4% | -42.8% | -16.3% |
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