+376.4%
TTD vs SHAK
+85.7%
+290.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.5% | +1.4% |
| 7D | -0.6% | -8.3% | +7.7% | +2.8% |
| 30D | +6.3% | -12.6% | +18.9% | +12.0% |
| 3M | -24.1% | +9.1% | -33.2% | -27.7% |
| 6M | -47.4% | -31.2% | -16.2% | -41.6% |
| YTD | -62.2% | -21.6% | -40.6% | -60.8% |
| 1Y | -68.3% | -38.8% | -29.5% | -63.7% |
| 3Y | -83.4% | +0.6% | -84.0% | -85.8% |
| 5Y | -80.3% | -22.5% | -57.8% | -82.0% |
| All | +376.4% | +85.7% | +290.7% | +200.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling