+117.9%
TT vs SHAK
+3.1%
+114.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +1.6% | -0.3% | +1.9% | +1.6% |
| 30D | -7.3% | -5.2% | -2.1% | -6.6% |
| 3M | -2.6% | +27.3% | -29.9% | -6.6% |
| 6M | +5.9% | -27.9% | +33.8% | +10.4% |
| YTD | +15.4% | -17.0% | +32.4% | +17.0% |
| 1Y | +8.2% | -30.9% | +39.2% | +13.0% |
| All | +117.9% | +3.1% | +114.8% | +95.4% |
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