-17.2%
TTWO vs SHAK
-21.2%
+4.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.8% | +3.3% | +6.9% |
| 7D | +7.0% | +8.3% | -1.4% | +6.4% |
| 30D | +2.7% | +16.7% | -14.0% | +1.6% |
| 3M | -13.0% | +10.0% | -23.0% | -13.8% |
| 6M | -7.2% | -23.8% | +16.6% | -6.9% |
| YTD | -18.4% | -10.3% | -8.1% | -18.7% |
| 1Y | -17.2% | -22.9% | +5.6% | -16.2% |
| All | -17.2% | -21.2% | +4.0% | -16.2% |
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 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