+30.0%
TXG vs SHAK
-36.0%
+66.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.2% | +0.2% | +2.1% |
| 7D | +9.5% | -8.3% | +17.8% | +12.9% |
| 30D | +18.8% | -12.6% | +31.4% | +24.8% |
| 3M | +136.1% | +9.1% | +127.0% | +125.9% |
| 6M | +235.2% | -31.2% | +266.5% | +270.7% |
| YTD | +320.5% | -21.6% | +342.1% | +341.1% |
| 1Y | +425.2% | -38.8% | +464.0% | +504.9% |
| 3Y | +42.9% | +0.6% | +42.3% | +30.1% |
| 5Y | -62.8% | -22.5% | -40.3% | -65.3% |
| All | +30.0% | -36.0% | +66.1% | +33.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling