+8.7%
TXT vs SHAK
-21.2%
+30.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.6% |
| 7D | +10.6% | +8.3% | +2.3% | +9.8% |
| 30D | +14.4% | +16.7% | -2.3% | +12.8% |
| 3M | -2.7% | +10.0% | -12.7% | -3.8% |
| 6M | -4.7% | -23.8% | +19.1% | -2.3% |
| YTD | -0.5% | -10.3% | +9.8% | -0.5% |
| 1Y | +8.7% | -22.9% | +31.6% | +11.5% |
| All | +8.7% | -21.2% | +30.0% | +11.5% |
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