+37.8%
SWKS vs TSEM
+848.0%
-810.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +1.0% |
| 7D | -3.1% | -9.5% | +6.3% | -0.1% |
| 30D | +8.3% | -35.5% | +43.8% | +25.7% |
| 3M | +20.2% | -41.6% | +61.8% | +43.2% |
| 6M | +24.9% | -30.1% | +55.0% | +30.9% |
| YTD | +33.2% | +25.7% | +7.4% | +2.7% |
| 1Y | +23.6% | +50.5% | -26.9% | -13.1% |
| 3Y | +1.3% | +501.7% | -500.5% | -66.8% |
| 5Y | -40.6% | +310.9% | -351.5% | -77.5% |
| All | +37.8% | +848.0% | -810.2% | -71.8% |
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