-95.4%
TSLQ vs SHAK
-2.6%
-92.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | +0.5% |
| 7D | -6.6% | -8.3% | +1.7% | -10.4% |
| 30D | -24.3% | -12.6% | -11.7% | -28.7% |
| 3M | -3.6% | +9.1% | -12.7% | +1.1% |
| 6M | -12.0% | -31.2% | +19.3% | -26.2% |
| YTD | +1.4% | -21.6% | +23.0% | -6.5% |
| 1Y | -43.6% | -38.8% | -4.8% | -56.1% |
| 3Y | -95.4% | +0.6% | -96.0% | -94.3% |
| All | -95.4% | -2.6% | -92.8% | -94.3% |
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