+104.0%
TYL vs SHAK
+77.6%
+26.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.4% |
| 7D | -8.6% | -7.2% | -1.4% | -7.4% |
| 30D | +7.5% | -11.8% | +19.4% | +9.8% |
| 3M | +10.9% | +17.2% | -6.2% | +7.4% |
| 6M | -6.7% | -34.1% | +27.4% | -1.9% |
| YTD | -24.5% | -22.4% | -2.1% | -23.0% |
| 1Y | -38.6% | -35.9% | -2.7% | -35.4% |
| 3Y | -12.6% | -3.4% | -9.3% | -19.2% |
| 5Y | -28.2% | -25.4% | -2.8% | -33.5% |
| 10Y | +104.0% | +83.4% | +20.6% | +60.7% |
| All | +104.0% | +77.6% | +26.4% | +60.7% |
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