+210.0%
SHEL vs TSEM
+1,313.0%
-1,103.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.6% |
| 7D | +4.1% | -4.9% | +9.0% | +4.8% |
| 30D | +8.4% | -18.7% | +27.1% | +11.3% |
| 3M | +13.7% | -18.1% | +31.8% | +15.0% |
| 6M | +12.7% | +77.1% | -64.4% | -2.4% |
| YTD | +35.3% | +80.1% | -44.8% | +15.7% |
| 1Y | +39.4% | +220.4% | -181.0% | +5.7% |
| 3Y | +71.5% | +650.1% | -578.6% | +4.2% |
| 5Y | +195.0% | +628.9% | -433.9% | +72.2% |
| All | +210.0% | +1,313.0% | -1,103.0% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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