+148.2%
TT vs SHAK
-25.9%
+174.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.7% |
| 7D | +1.4% | -7.2% | +8.6% | +2.7% |
| 30D | -6.7% | -11.8% | +5.2% | -4.6% |
| 3M | -5.4% | +17.2% | -22.6% | -8.6% |
| 6M | +4.4% | -34.1% | +38.5% | +10.7% |
| YTD | +14.9% | -22.4% | +37.3% | +17.8% |
| 1Y | +9.3% | -35.9% | +45.2% | +15.7% |
| 3Y | +121.7% | -3.4% | +125.1% | +105.9% |
| 5Y | +148.2% | -25.4% | +173.6% | +125.4% |
| All | +148.2% | -25.9% | +174.0% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling