-6.8%
TSN vs SHAK
+87.2%
-94.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.6% |
| 7D | +3.0% | -8.3% | +11.3% | +4.2% |
| 30D | -4.2% | -12.6% | +8.5% | -2.6% |
| 3M | -3.9% | +9.1% | -13.0% | -5.4% |
| 6M | -9.8% | -31.2% | +21.4% | -6.8% |
| YTD | -7.3% | -21.6% | +14.3% | -6.2% |
| 1Y | -2.2% | -38.8% | +36.6% | +2.1% |
| 3Y | +11.9% | +0.6% | +11.3% | +3.3% |
| 5Y | -16.9% | -22.5% | +5.6% | -23.3% |
| All | -6.8% | +87.2% | -94.0% | -31.2% |
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 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