+220.4%
TSEM vs SHAK
-34.9%
+255.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.4% |
| 7D | -4.9% | -8.3% | +3.4% | -4.3% |
| 30D | -18.7% | -12.6% | -6.1% | -17.9% |
| 3M | -18.1% | +9.1% | -27.2% | -19.6% |
| 6M | +77.1% | -31.2% | +108.3% | +91.5% |
| YTD | +80.1% | -21.6% | +101.7% | +82.4% |
| 1Y | +220.4% | -38.8% | +259.2% | +260.1% |
| All | +220.4% | -34.9% | +255.3% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling