+243.2%
TYL vs SHAK
+47.7%
+195.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.2% | -4.0% |
| 7D | -3.7% | -0.7% | -3.0% | -3.6% |
| 30D | +18.7% | -6.6% | +25.4% | +19.9% |
| 3M | +18.1% | +30.1% | -11.9% | +12.9% |
| 6M | -1.1% | -28.7% | +27.6% | +2.2% |
| YTD | -19.8% | -14.5% | -5.3% | -19.5% |
| 1Y | -34.3% | -31.9% | -2.4% | -31.8% |
| 3Y | -8.2% | -1.0% | -7.3% | -14.2% |
| 5Y | -25.4% | -18.7% | -6.7% | -30.8% |
| 10Y | +115.6% | +98.1% | +17.5% | +70.8% |
| All | +243.2% | +47.7% | +195.5% | +169.9% |
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