-10.8%
SHOP vs TSEM
+233.2%
-244.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.5% |
| 7D | -10.6% | +4.7% | -15.3% | -10.5% |
| 30D | -18.3% | -14.2% | -4.0% | -18.6% |
| 3M | +14.8% | -5.0% | +19.9% | +13.9% |
| 6M | -5.0% | +87.6% | -92.6% | -16.9% |
| YTD | -21.2% | +84.4% | -105.7% | -33.0% |
| All | -10.8% | +233.2% | -244.0% | -38.4% |
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