-83.9%
TTD vs SHAK
-5.6%
-78.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.3% |
| 7D | -7.4% | -11.0% | +3.5% | -4.1% |
| 30D | +3.0% | -14.0% | +17.1% | +7.7% |
| 3M | -27.6% | +13.3% | -40.8% | -31.1% |
| 6M | -49.5% | -35.3% | -14.2% | -44.0% |
| YTD | -63.2% | -24.0% | -39.2% | -61.9% |
| 1Y | -69.7% | -36.7% | -33.0% | -66.7% |
| All | -83.9% | -5.6% | -78.2% | -85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling