+76.8%
TSN vs SHAK
+43.4%
+33.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.0% |
| 7D | -5.0% | -0.3% | -4.7% | -5.0% |
| 30D | -9.1% | -5.2% | -3.8% | -8.6% |
| 3M | -7.4% | +27.3% | -34.7% | -10.2% |
| 6M | -13.4% | -27.9% | +14.5% | -11.4% |
| YTD | -8.5% | -17.0% | +8.5% | -8.1% |
| 1Y | -3.2% | -30.9% | +27.7% | -0.9% |
| 3Y | +11.5% | +3.4% | +8.1% | +4.7% |
| 5Y | -19.5% | -20.5% | +1.0% | -24.4% |
| 10Y | -9.1% | +88.3% | -97.4% | -26.9% |
| All | +76.8% | +43.4% | +33.4% | +44.1% |
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