+297.5%
TYL vs SHAK
+61.5%
+236.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.1% |
| 7D | +4.3% | +8.2% | -3.9% | +2.9% |
| 30D | +28.0% | +13.5% | +14.5% | +25.2% |
| 3M | +32.3% | +6.2% | +26.1% | +30.6% |
| 6M | +29.9% | +8.2% | +21.7% | +27.2% |
| YTD | -7.1% | -6.5% | -0.6% | -8.3% |
| 1Y | -9.2% | -19.2% | +10.0% | -8.4% |
| 3Y | +0.7% | +37.9% | -37.2% | -11.1% |
| 5Y | -21.1% | -9.5% | -11.6% | -27.8% |
| 10Y | +180.8% | +106.2% | +74.6% | +119.7% |
| All | +297.5% | +61.5% | +236.0% | +207.4% |
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