+54.2%
SHOP vs TSEM
-42.2%
+96.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | -0.1% |
| 7D | -1.2% | +7.0% | -8.2% | -0.8% |
| 30D | -14.7% | -29.8% | +15.0% | -16.7% |
| 3M | -7.2% | -41.9% | +34.7% | -11.1% |
| 6M | +54.2% | -45.8% | +99.9% | +50.3% |
| All | +54.2% | -42.2% | +96.3% | +50.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling