+96.4%
SHOP vs TSEM
+663.1%
-566.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.2% |
| 7D | -10.6% | +4.7% | -15.3% | -11.4% |
| 30D | -18.3% | -14.2% | -4.0% | -16.3% |
| 3M | +14.8% | -5.0% | +19.9% | +11.0% |
| 6M | -5.0% | +87.6% | -92.6% | -32.9% |
| YTD | -21.2% | +84.4% | -105.7% | -45.8% |
| 1Y | -11.6% | +235.4% | -247.0% | -56.1% |
| All | +96.4% | +663.1% | -566.7% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling