+1,364.3%
SHEL vs TSEM
-26.5%
+1,390.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.9% | +8.3% | +1.8% |
| 7D | +0.8% | +7.0% | -6.2% | +0.2% |
| 30D | -3.6% | -29.8% | +26.2% | -1.5% |
| 3M | +12.0% | -41.9% | +54.0% | +15.6% |
| 6M | +19.7% | -45.8% | +65.5% | +23.0% |
| YTD | +39.6% | +25.1% | +14.5% | +33.3% |
| 1Y | +36.4% | +48.2% | -11.8% | +28.4% |
| 3Y | +70.2% | +476.5% | -406.3% | +42.1% |
| 5Y | +169.2% | +301.4% | -132.2% | +129.0% |
| 10Y | +217.1% | +812.9% | -595.9% | +150.7% |
| All | +1,364.3% | -26.5% | +1,390.8% | +924.5% |
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