+10,061.8%
SHW vs TSEM
+11.3%
+10,050.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.8% | -7.4% | -0.1% |
| 7D | -3.2% | +6.9% | -10.1% | -3.7% |
| 30D | -9.5% | +5.3% | -14.8% | -10.0% |
| 3M | +11.5% | -14.9% | +26.4% | +11.6% |
| 6M | -3.5% | +80.0% | -83.6% | -8.7% |
| YTD | +3.7% | +89.4% | -85.6% | -2.4% |
| 1Y | -7.9% | +253.1% | -261.0% | -17.2% |
| 3Y | +24.7% | +642.1% | -617.4% | +5.8% |
| 5Y | +13.6% | +659.1% | -645.5% | -4.4% |
| 10Y | +283.0% | +1,291.4% | -1,008.4% | +206.4% |
| All | +10,061.8% | +11.3% | +10,050.5% | +7,138.0% |
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