+50.8%
SWKS vs TSEM
+805.6%
-754.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.8% | +2.6% |
| 7D | +9.4% | +7.0% | +2.5% | +6.2% |
| 30D | +17.0% | -29.8% | +46.7% | +31.3% |
| 3M | +28.9% | -41.9% | +70.9% | +53.9% |
| 6M | +33.1% | -45.8% | +78.9% | +56.8% |
| YTD | +44.8% | +25.1% | +19.7% | +11.8% |
| 1Y | +36.2% | +48.2% | -12.0% | -3.5% |
| 3Y | +11.5% | +476.5% | -465.0% | -62.8% |
| 5Y | -37.1% | +301.4% | -338.5% | -75.9% |
| All | +50.8% | +805.6% | -754.8% | -69.1% |
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