+12.8%
TXT vs SHAK
-27.4%
+40.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -0.2% | -11.0% | +10.8% | +1.9% |
| 30D | -10.2% | -14.0% | +3.8% | -7.8% |
| 3M | -13.3% | +13.3% | -26.5% | -15.9% |
| 6M | -14.4% | -35.3% | +21.0% | -8.9% |
| YTD | -9.1% | -24.0% | +14.9% | -6.9% |
| 1Y | -2.2% | -36.7% | +34.5% | +3.8% |
| 3Y | +5.1% | -5.4% | +10.4% | -3.2% |
| 5Y | +12.8% | -24.9% | +37.7% | +2.0% |
| All | +12.8% | -27.4% | +40.2% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling