+10.7%
TTMI vs SHAK
-21.2%
+31.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.8% | -13.9% | -10.9% |
| 7D | -19.2% | +8.3% | -27.5% | -20.8% |
| 30D | -44.9% | +16.7% | -61.6% | -47.1% |
| 3M | -44.7% | +10.0% | -54.7% | -46.6% |
| 6M | -53.4% | -23.8% | -29.6% | -47.6% |
| YTD | +6.3% | -10.3% | +16.6% | +12.1% |
| 1Y | +10.7% | -22.9% | +33.6% | +35.6% |
| All | +10.7% | -21.2% | +31.9% | +35.6% |
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