-18.4%
TSLL vs SHAK
+21.0%
-39.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.0% | +5.7% | +7.1% |
| 7D | -21.2% | +2.0% | -23.2% | -21.7% |
| 30D | -13.3% | +12.0% | -25.3% | -18.4% |
| 3M | +15.4% | +2.3% | +13.0% | +13.2% |
| 6M | -34.2% | -25.5% | -8.7% | -28.1% |
| YTD | -52.9% | -11.4% | -41.5% | -56.2% |
| 1Y | -54.3% | -21.8% | -32.6% | -53.6% |
| 3Y | -18.4% | +25.8% | -44.2% | -30.3% |
| All | -18.4% | +21.0% | -39.4% | -30.3% |
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