+15.0%
SHW vs TSEM
+657.2%
-642.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | -1.2% | +10.4% | -11.6% | -1.8% |
| 30D | -11.6% | -12.9% | +1.3% | -10.9% |
| 3M | +9.1% | -9.2% | +18.3% | +8.5% |
| 6M | -0.7% | +98.8% | -99.4% | -9.8% |
| YTD | +1.4% | +87.2% | -85.9% | -8.0% |
| 1Y | -12.3% | +239.0% | -251.2% | -26.5% |
| 3Y | +23.4% | +679.5% | -656.1% | -10.0% |
| 5Y | +15.0% | +667.3% | -652.2% | -14.2% |
| All | +15.0% | +657.2% | -642.2% | -14.2% |
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