+911.5%
TT vs SHAK
+81.5%
+830.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -1.0% | -11.0% | +10.0% | +1.0% |
| 30D | -8.9% | -14.0% | +5.1% | -6.5% |
| 3M | -1.8% | +13.3% | -15.1% | -4.5% |
| 6M | +1.9% | -35.3% | +37.2% | +8.2% |
| YTD | +13.8% | -24.0% | +37.8% | +16.9% |
| 1Y | +6.1% | -36.7% | +42.8% | +12.3% |
| 3Y | +119.6% | -5.4% | +124.9% | +107.4% |
| 5Y | +145.9% | -24.9% | +170.8% | +131.5% |
| All | +911.5% | +81.5% | +830.0% | +620.6% |
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