+192.5%
SHEL vs TSEM
+610.6%
-418.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.5% |
| 7D | +3.9% | +0.9% | +3.0% | +3.9% |
| 30D | +7.0% | -16.6% | +23.6% | +7.8% |
| 3M | +12.5% | -10.9% | +23.4% | +12.4% |
| 6M | +14.8% | +78.0% | -63.3% | +8.8% |
| YTD | +34.2% | +77.2% | -43.0% | +26.8% |
| 1Y | +37.0% | +207.6% | -170.6% | +23.8% |
| 3Y | +70.9% | +637.8% | -567.0% | +42.4% |
| 5Y | +192.5% | +617.0% | -424.4% | +146.9% |
| All | +192.5% | +610.6% | -418.1% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling