+294.2%
TYL vs SHAK
+64.1%
+230.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.3% | -7.9% | -1.7% |
| 7D | +3.5% | +6.5% | -2.9% | +2.4% |
| 30D | +26.9% | +15.3% | +11.6% | +23.9% |
| 3M | +33.8% | +8.5% | +25.4% | +31.6% |
| 6M | +28.8% | +10.0% | +18.8% | +25.8% |
| YTD | -7.9% | -5.0% | -2.9% | -9.3% |
| 1Y | -9.8% | -15.3% | +5.6% | -9.7% |
| 3Y | +1.2% | +40.7% | -39.5% | -10.9% |
| 5Y | -22.8% | -7.9% | -14.9% | -29.6% |
| 10Y | +168.8% | +132.0% | +36.8% | +108.0% |
| All | +294.2% | +64.1% | +230.1% | +204.1% |
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