+90.0%
TXT vs SHAK
+43.4%
+46.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.2% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -11.1% | -5.2% | -5.8% | -10.1% |
| 3M | -13.0% | +27.3% | -40.3% | -18.0% |
| 6M | -16.2% | -27.9% | +11.7% | -12.2% |
| YTD | -8.7% | -17.0% | +8.3% | -7.8% |
| 1Y | -3.8% | -30.9% | +27.2% | +0.8% |
| 3Y | +5.5% | +3.4% | +2.1% | -4.4% |
| 5Y | +12.3% | -20.5% | +32.8% | +2.9% |
| 10Y | +97.4% | +88.3% | +9.1% | +43.8% |
| All | +90.0% | +43.4% | +46.6% | +40.4% |
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 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