-97.2%
TSLQ vs SHAK
+48.2%
-145.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | +0.4% |
| 7D | -6.6% | -8.3% | +1.7% | -10.3% |
| 30D | -24.3% | -12.6% | -11.7% | -28.5% |
| 3M | -3.6% | +9.1% | -12.7% | +0.9% |
| 6M | -12.0% | -31.2% | +19.3% | -25.1% |
| YTD | +1.4% | -21.6% | +23.0% | -6.2% |
| 1Y | -43.6% | -38.8% | -4.8% | -54.8% |
| 3Y | -95.4% | +0.6% | -96.0% | -94.0% |
| All | -97.2% | +48.2% | -145.4% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling