+1,660.3%
TTMI vs SHAK
+31.3%
+1,629.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.1% |
| 7D | +6.0% | -11.0% | +17.0% | +8.9% |
| 30D | -6.4% | -14.0% | +7.6% | -3.2% |
| 3M | -28.9% | +13.3% | -42.2% | -31.8% |
| 6M | +26.9% | -35.3% | +62.2% | +37.6% |
| YTD | +77.3% | -24.0% | +101.3% | +85.3% |
| 1Y | +147.5% | -36.7% | +184.2% | +168.8% |
| 3Y | +847.6% | -5.4% | +853.0% | +820.7% |
| 5Y | +802.2% | -24.9% | +827.1% | +778.6% |
| 10Y | +1,076.3% | +79.6% | +996.7% | +806.2% |
| All | +1,660.3% | +31.3% | +1,629.0% | +1,229.5% |
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