+27.6%
TXG vs SHAK
-36.7%
+64.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +5.0% |
| 7D | +9.1% | -7.2% | +16.4% | +12.0% |
| 30D | +14.9% | -11.8% | +26.7% | +20.2% |
| 3M | +120.0% | +17.2% | +102.8% | +104.5% |
| 6M | +221.8% | -34.1% | +255.9% | +261.8% |
| YTD | +312.6% | -22.4% | +334.9% | +334.3% |
| 1Y | +398.4% | -35.9% | +434.4% | +463.7% |
| 3Y | +42.1% | -3.4% | +45.4% | +31.3% |
| 5Y | -63.5% | -25.4% | -38.0% | -65.6% |
| All | +27.6% | -36.7% | +64.2% | +31.9% |
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 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