+829.0%
TTMI vs SHAK
-22.8%
+851.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.2% | +0.2% | +2.5% |
| 7D | +0.7% | -8.3% | +9.0% | +3.1% |
| 30D | -8.4% | -12.6% | +4.2% | -5.1% |
| 3M | -32.5% | +9.1% | -41.6% | -35.2% |
| 6M | +32.5% | -31.2% | +63.7% | +44.3% |
| YTD | +83.2% | -21.6% | +104.8% | +92.1% |
| 1Y | +161.7% | -38.8% | +200.5% | +193.5% |
| 3Y | +890.1% | +0.6% | +889.5% | +844.1% |
| All | +829.0% | -22.8% | +851.8% | +761.2% |
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