+878.7%
TT vs SHAK
+59.5%
+819.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.9% |
| 7D | +4.0% | +4.3% | -0.3% | +3.3% |
| 30D | -11.3% | +9.0% | -20.3% | -12.7% |
| 3M | -12.3% | +1.8% | -14.1% | -12.9% |
| 6M | -10.8% | +17.3% | -28.2% | -14.0% |
| YTD | +8.2% | -7.6% | +15.8% | +7.1% |
| 1Y | +1.5% | -16.9% | +18.4% | +2.1% |
| 3Y | +91.5% | +35.1% | +56.4% | +72.3% |
| 5Y | +130.2% | -11.3% | +141.5% | +113.7% |
| 10Y | +727.9% | +98.8% | +629.1% | +534.3% |
| All | +878.7% | +59.5% | +819.2% | +642.2% |
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