+2,941.1%
SHOP vs TSEM
+1,289.9%
+1,651.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +1.1% |
| 7D | -13.2% | +0.9% | -14.1% | -13.6% |
| 30D | -17.0% | -16.6% | -0.4% | -12.7% |
| 3M | +17.0% | -10.9% | +27.9% | +13.9% |
| 6M | -2.1% | +78.0% | -80.2% | -33.3% |
| YTD | -21.4% | +77.2% | -98.6% | -47.8% |
| 1Y | -11.0% | +207.6% | -218.5% | -54.9% |
| 3Y | +100.9% | +637.8% | -536.9% | -34.9% |
| 5Y | -14.7% | +617.0% | -631.7% | -72.7% |
| All | +2,941.1% | +1,289.9% | +1,651.2% | +550.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling