-9.3%
SHOP vs TSEM
+657.2%
-666.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.4% | -7.3% |
| 7D | -4.1% | +10.4% | -14.5% | -6.4% |
| 30D | -11.5% | -12.9% | +1.4% | -9.0% |
| 3M | +21.1% | -9.2% | +30.2% | +18.1% |
| 6M | +3.0% | +98.8% | -95.8% | -29.8% |
| YTD | -16.7% | +87.2% | -103.9% | -43.5% |
| 1Y | -8.3% | +239.0% | -247.3% | -53.5% |
| 3Y | +112.8% | +679.5% | -566.7% | -30.3% |
| 5Y | -9.3% | +667.3% | -676.5% | -68.9% |
| All | -9.3% | +657.2% | -666.5% | -68.9% |
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 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