+27.6%
SWKS vs TSEM
-41.0%
+68.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.8% | -3.6% | 0.0% |
| 7D | -6.2% | -17.5% | +11.3% | -2.0% |
| 30D | -1.5% | -44.7% | +43.2% | +12.9% |
| 3M | +23.0% | -38.9% | +61.8% | +35.7% |
| 6M | +27.6% | -36.7% | +64.3% | +38.3% |
| All | +27.6% | -41.0% | +68.6% | +38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling