+76.5%
TXN vs SHAK
-2.6%
+79.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.2% | +0.7% | +3.2% |
| 7D | +4.0% | -8.3% | +12.3% | +5.6% |
| 30D | -2.9% | -12.6% | +9.8% | -0.5% |
| 3M | -9.1% | +9.1% | -18.2% | -11.4% |
| 6M | +36.6% | -31.2% | +67.9% | +44.2% |
| YTD | +57.5% | -21.6% | +79.1% | +60.1% |
| 1Y | +49.5% | -38.8% | +88.3% | +61.0% |
| 3Y | +76.5% | +0.6% | +75.9% | +63.4% |
| All | +76.5% | -2.6% | +79.2% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling