+10,600.2%
SHW vs TSEM
-21.0%
+10,621.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.2% |
| 7D | +0.7% | +20.5% | -19.8% | -0.5% |
| 30D | +8.4% | -29.0% | +37.4% | +10.3% |
| 3M | -2.2% | -39.4% | +37.1% | +0.2% |
| 6M | +13.3% | -28.5% | +41.8% | +13.7% |
| YTD | +9.2% | +34.4% | -25.2% | +4.4% |
| 1Y | +2.9% | +48.3% | -45.4% | -2.4% |
| 3Y | +41.1% | +543.5% | -502.4% | +20.0% |
| 5Y | +11.0% | +331.4% | -320.5% | -3.8% |
| 10Y | +341.2% | +881.1% | -539.9% | +258.8% |
| All | +10,600.2% | -21.0% | +10,621.1% | +7,642.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling