+103.1%
TXT vs SHAK
+87.2%
+15.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.9% | +1.5% |
| 7D | +2.5% | -8.3% | +10.8% | +4.6% |
| 30D | -8.9% | -12.6% | +3.8% | -6.0% |
| 3M | -13.6% | +9.1% | -22.7% | -16.1% |
| 6M | -13.1% | -31.2% | +18.2% | -7.4% |
| YTD | -7.0% | -21.6% | +14.6% | -4.8% |
| 1Y | -1.4% | -38.8% | +37.4% | +7.2% |
| 3Y | +7.0% | +0.6% | +6.3% | -5.2% |
| 5Y | +15.4% | -22.5% | +37.9% | +3.6% |
| All | +103.1% | +87.2% | +15.9% | +28.2% |
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