+365.8%
TTD vs SHAK
+96.7%
+269.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.7% |
| 7D | +1.7% | -0.3% | +2.1% | +1.9% |
| 30D | +1.6% | -5.2% | +6.8% | +3.7% |
| 3M | -27.8% | +27.3% | -55.1% | -35.5% |
| 6M | -52.1% | -27.9% | -24.2% | -47.8% |
| YTD | -63.1% | -17.0% | -46.1% | -62.5% |
| 1Y | -73.1% | -30.9% | -42.1% | -70.7% |
| 3Y | -83.3% | +3.4% | -86.7% | -85.8% |
| 5Y | -80.6% | -20.5% | -60.1% | -82.5% |
| All | +365.8% | +96.7% | +269.1% | +187.1% |
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