+407.0%
TSM vs SHAK
-3.6%
+410.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.4% |
| 7D | +4.8% | -7.2% | +12.0% | +6.2% |
| 30D | +4.0% | -11.8% | +15.8% | +6.4% |
| 3M | +2.0% | +17.2% | -15.2% | -2.1% |
| 6M | +25.5% | -34.1% | +59.6% | +34.2% |
| YTD | +44.0% | -22.4% | +66.4% | +47.7% |
| 1Y | +75.4% | -35.9% | +111.3% | +87.3% |
| All | +407.0% | -3.6% | +410.6% | +383.2% |
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