+1,262.8%
SHEL vs TSEM
+11.3%
+1,251.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.8% | -7.2% | +0.1% |
| 7D | +2.2% | +6.9% | -4.6% | +1.7% |
| 30D | +6.8% | +5.3% | +1.5% | +6.2% |
| 3M | +8.1% | -14.9% | +23.0% | +8.4% |
| 6M | +14.4% | +80.0% | -65.6% | +7.4% |
| YTD | +30.0% | +89.4% | -59.4% | +21.2% |
| 1Y | +33.3% | +253.1% | -219.8% | +18.0% |
| 3Y | +66.4% | +642.1% | -575.7% | +37.4% |
| 5Y | +178.6% | +659.1% | -480.5% | +127.3% |
| 10Y | +198.4% | +1,291.4% | -1,092.9% | +130.4% |
| All | +1,262.8% | +11.3% | +1,251.5% | +831.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling