+2,502.9%
TSM vs SHAK
+43.4%
+2,459.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.9% |
| 7D | +6.0% | -0.3% | +6.4% | +6.1% |
| 30D | +4.5% | -5.2% | +9.8% | +5.4% |
| 3M | +3.1% | +27.3% | -24.2% | -1.9% |
| 6M | +30.2% | -27.9% | +58.1% | +35.3% |
| YTD | +45.2% | -17.0% | +62.2% | +46.8% |
| 1Y | +79.6% | -30.9% | +110.5% | +86.8% |
| 3Y | +411.0% | +3.4% | +407.6% | +382.4% |
| 5Y | +290.7% | -20.5% | +311.2% | +270.0% |
| 10Y | +1,753.6% | +88.3% | +1,665.3% | +1,393.8% |
| All | +2,502.9% | +43.4% | +2,459.5% | +1,989.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling