+948.8%
TT vs SHAK
+47.7%
+901.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -7.2% | -6.6% | -0.5% | -6.2% |
| 3M | -3.0% | +30.1% | -33.0% | -7.3% |
| 6M | +1.4% | -28.7% | +30.1% | +5.4% |
| YTD | +15.9% | -14.5% | +30.4% | +16.7% |
| 1Y | +9.4% | -31.9% | +41.3% | +13.9% |
| 3Y | +124.4% | -1.0% | +125.3% | +112.7% |
| 5Y | +138.0% | -18.7% | +156.7% | +123.8% |
| 10Y | +886.4% | +98.1% | +788.3% | +662.5% |
| All | +948.8% | +47.7% | +901.1% | +708.1% |
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