+621.7%
TSEM vs SHAK
-22.8%
+644.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.1% |
| 7D | -4.9% | -8.3% | +3.4% | -3.3% |
| 30D | -18.7% | -12.6% | -6.1% | -16.7% |
| 3M | -18.1% | +9.1% | -27.2% | -20.5% |
| 6M | +77.1% | -31.2% | +108.3% | +87.4% |
| YTD | +80.1% | -21.6% | +101.7% | +84.1% |
| 1Y | +220.4% | -38.8% | +259.2% | +245.5% |
| 3Y | +650.1% | +0.6% | +649.5% | +615.0% |
| All | +621.7% | -22.8% | +644.4% | +613.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling