-80.8%
TTD vs SHAK
-27.4%
-53.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.6% |
| 7D | -7.4% | -11.0% | +3.5% | -2.4% |
| 30D | +3.0% | -14.0% | +17.1% | +10.1% |
| 3M | -27.6% | +13.3% | -40.8% | -32.9% |
| 6M | -49.5% | -35.3% | -14.2% | -41.4% |
| YTD | -63.2% | -24.0% | -39.2% | -61.4% |
| 1Y | -69.7% | -36.7% | -33.0% | -65.5% |
| 3Y | -83.3% | -5.4% | -78.0% | -86.9% |
| 5Y | -80.8% | -24.9% | -55.9% | -85.7% |
| All | -80.8% | -27.4% | -53.4% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling