+69.4%
SHEL vs TSEM
+663.1%
-593.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +3.0% | +4.7% | -1.7% | +2.8% |
| 30D | +7.2% | -14.2% | +21.5% | +7.8% |
| 3M | +12.9% | -5.0% | +17.9% | +12.5% |
| 6M | +13.7% | +87.6% | -73.9% | +7.4% |
| YTD | +33.7% | +84.4% | -50.8% | +25.9% |
| 1Y | +37.9% | +235.4% | -197.5% | +23.0% |
| All | +69.4% | +663.1% | -593.7% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling