-49.7%
TSLQ vs SHAK
-34.0%
-15.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.8% | +12.0% |
| 7D | -5.8% | -0.7% | -5.1% | -5.8% |
| 30D | -22.1% | -6.6% | -15.5% | -22.3% |
| 3M | +10.1% | +30.1% | -20.0% | +11.6% |
| 6M | -6.8% | -28.7% | +22.0% | -7.7% |
| YTD | +8.5% | -14.5% | +23.0% | +11.2% |
| 1Y | -49.7% | -31.9% | -17.8% | -49.7% |
| All | -49.7% | -34.0% | -15.7% | -49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling