+32.4%
SWKS vs TSEM
+879.4%
-846.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.9% | -10.1% | -3.4% |
| 7D | -2.7% | -2.0% | -0.8% | -2.8% |
| 30D | +8.5% | -33.4% | +41.9% | +24.4% |
| 3M | +17.3% | -39.7% | +57.0% | +38.1% |
| 6M | +25.1% | -27.8% | +52.9% | +29.6% |
| YTD | +33.3% | +29.7% | +3.6% | +1.7% |
| 1Y | +22.9% | +81.1% | -58.2% | -21.3% |
| 3Y | +5.5% | +529.3% | -523.8% | -66.0% |
| 5Y | -41.9% | +315.0% | -356.9% | -78.0% |
| 10Y | +32.4% | +865.7% | -833.3% | -72.7% |
| All | +32.4% | +879.4% | -846.9% | -72.7% |
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