+890.1%
TTMI vs SHAK
-2.6%
+892.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +2.4% |
| 7D | +0.7% | -8.3% | +9.0% | +3.4% |
| 30D | -8.4% | -12.6% | +4.2% | -4.7% |
| 3M | -32.5% | +9.1% | -41.6% | -35.6% |
| 6M | +32.5% | -31.2% | +63.7% | +46.6% |
| YTD | +83.2% | -21.6% | +104.8% | +93.9% |
| 1Y | +161.7% | -38.8% | +200.5% | +199.9% |
| 3Y | +890.1% | +0.6% | +889.5% | +827.8% |
| All | +890.1% | -2.6% | +892.8% | +827.8% |
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