+20.3%
SHW vs TSEM
+663.1%
-642.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | -3.2% | +4.7% | -7.9% | -3.4% |
| 30D | -11.4% | -14.2% | +2.9% | -10.8% |
| 3M | +3.5% | -5.0% | +8.5% | +2.5% |
| 6M | -3.4% | +87.6% | -90.9% | -11.5% |
| YTD | -0.3% | +84.4% | -84.8% | -9.2% |
| 1Y | -10.4% | +235.4% | -245.8% | -25.2% |
| All | +20.3% | +663.1% | -642.8% | -17.5% |
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