+1,327.6%
TSEM vs SHAK
+34.1%
+1,293.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -0.3% |
| 7D | +4.7% | -7.2% | +11.9% | +6.2% |
| 30D | -14.2% | -11.8% | -2.4% | -12.2% |
| 3M | -5.0% | +17.2% | -22.2% | -9.0% |
| 6M | +87.6% | -34.1% | +121.7% | +98.7% |
| YTD | +84.4% | -22.4% | +106.8% | +88.3% |
| 1Y | +235.4% | -35.9% | +271.3% | +255.0% |
| 3Y | +668.0% | -3.4% | +671.3% | +631.7% |
| 5Y | +644.7% | -25.4% | +670.2% | +614.6% |
| 10Y | +1,326.7% | +83.4% | +1,243.2% | +998.0% |
| All | +1,327.6% | +34.1% | +1,293.6% | +1,069.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling