+20.1%
SWKS vs TSEM
+58.6%
-38.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | +0.2% |
| 7D | -6.2% | -17.5% | +11.3% | -2.7% |
| 30D | -1.5% | -44.7% | +43.2% | +10.1% |
| 3M | +23.0% | -38.9% | +61.8% | +33.6% |
| 6M | +27.6% | -36.7% | +64.3% | +36.8% |
| YTD | +32.3% | +17.0% | +15.3% | +33.0% |
| 1Y | +20.1% | +62.8% | -42.7% | +12.5% |
| All | +20.1% | +58.6% | -38.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling