-72.2%
TTD vs SHAK
-34.0%
-38.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | -0.7% | +7.0% | +6.4% |
| 30D | -23.9% | -6.6% | -17.3% | -23.1% |
| 3M | -31.4% | +30.1% | -61.4% | -34.3% |
| 6M | -42.7% | -28.7% | -13.9% | -41.4% |
| YTD | -62.0% | -14.5% | -47.5% | -62.2% |
| 1Y | -72.2% | -31.9% | -40.3% | -70.6% |
| All | -72.2% | -34.0% | -38.2% | -70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling