-4.9%
SHOP vs TSEM
+79.9%
-84.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -8.7% | +16.1% | +7.1% |
| 7D | -9.0% | -23.1% | +14.1% | -9.5% |
| 30D | -4.4% | -40.4% | +36.0% | -5.8% |
| 3M | +24.1% | -37.9% | +62.0% | +22.8% |
| 6M | +20.0% | -30.8% | +50.8% | +17.0% |
| YTD | -4.9% | +26.7% | -31.7% | -17.2% |
| 1Y | -4.9% | +80.5% | -85.4% | -27.9% |
| All | -4.9% | +79.9% | -84.8% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling