+32.1%
SWKS vs TSEM
+779.3%
-747.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | -0.7% |
| 7D | -6.2% | -17.5% | +11.3% | +0.5% |
| 30D | -1.5% | -44.7% | +43.2% | +21.7% |
| 3M | +23.0% | -38.9% | +61.8% | +43.9% |
| 6M | +27.6% | -36.7% | +64.3% | +39.4% |
| YTD | +32.3% | +17.0% | +15.3% | +5.3% |
| 1Y | +20.1% | +62.8% | -42.7% | -19.6% |
| 3Y | +0.6% | +471.3% | -470.6% | -66.3% |
| 5Y | -42.3% | +290.3% | -332.6% | -77.7% |
| All | +32.1% | +779.3% | -747.1% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling