+0.2%
SHOP vs TSEM
+335.9%
-335.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.6% | -5.8% | +0.2% |
| 7D | -2.5% | +6.8% | -9.2% | -4.0% |
| 30D | -16.7% | -26.6% | +9.9% | -11.8% |
| 3M | -2.2% | -36.3% | +34.1% | +5.9% |
| 6M | +45.6% | -30.6% | +76.2% | +43.8% |
| YTD | -7.3% | +35.3% | -42.6% | -33.4% |
| 1Y | -6.1% | +59.2% | -65.3% | -38.0% |
| 3Y | +143.3% | +547.7% | -404.3% | -20.4% |
| 5Y | +0.2% | +337.5% | -337.4% | -59.4% |
| All | +0.2% | +335.9% | -335.7% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling