+625.0%
TTWO vs SHAK
+35.4%
+589.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.1% |
| 7D | +0.4% | -8.3% | +8.6% | +1.5% |
| 30D | -11.3% | -12.6% | +1.3% | -9.8% |
| 3M | +1.6% | +9.1% | -7.5% | 0.0% |
| 6M | +2.1% | -31.2% | +33.3% | +5.5% |
| YTD | -15.8% | -21.6% | +5.7% | -14.7% |
| 1Y | -12.6% | -38.8% | +26.2% | -8.6% |
| 3Y | +48.2% | +0.6% | +47.6% | +40.2% |
| 5Y | +40.0% | -22.5% | +62.5% | +32.6% |
| 10Y | +404.1% | +85.3% | +318.8% | +299.3% |
| All | +625.0% | +35.4% | +589.6% | +469.4% |
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