+27.6%
SWKS vs TSEM
+1,298.4%
-1,270.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.8% | -4.3% | +0.4% |
| 7D | +12.5% | +6.9% | +5.6% | +9.5% |
| 30D | +10.5% | +5.3% | +5.2% | +7.2% |
| 3M | -7.4% | -14.9% | +7.5% | -5.3% |
| 6M | +32.7% | +80.0% | -47.4% | -5.5% |
| YTD | +19.2% | +89.4% | -70.2% | -19.5% |
| 1Y | +2.4% | +253.1% | -250.7% | -49.7% |
| 3Y | -25.6% | +642.1% | -667.7% | -76.5% |
| 5Y | -53.4% | +659.1% | -712.5% | -86.4% |
| All | +27.6% | +1,298.4% | -1,270.8% | -77.6% |
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