+1,779.8%
TSM vs SHAK
+87.2%
+1,692.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -1.9% | +0.6% |
| 7D | +1.0% | -8.3% | +9.3% | +2.7% |
| 30D | +1.0% | -12.6% | +13.6% | +3.6% |
| 3M | +2.9% | +9.1% | -6.2% | +0.3% |
| 6M | +22.8% | -31.2% | +54.1% | +29.5% |
| YTD | +43.3% | -21.6% | +64.9% | +46.5% |
| 1Y | +69.2% | -38.8% | +108.0% | +81.4% |
| 3Y | +404.5% | +0.6% | +403.9% | +371.6% |
| 5Y | +282.2% | -22.5% | +304.7% | +258.7% |
| All | +1,779.8% | +87.2% | +1,692.5% | +1,373.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling