+4,881.0%
SWKS vs TSEM
-34.4%
+4,915.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -12.0% | +9.9% | +0.7% |
| 7D | -9.2% | -30.3% | +21.1% | -1.8% |
| 30D | -1.9% | -49.3% | +47.4% | +13.5% |
| 3M | +21.2% | -38.0% | +59.2% | +33.0% |
| 6M | +12.9% | -41.9% | +54.8% | +23.0% |
| YTD | +30.7% | +11.6% | +19.2% | +20.0% |
| 1Y | +14.1% | +50.5% | -36.3% | -2.9% |
| 3Y | -1.7% | +445.3% | -447.0% | -39.0% |
| 5Y | -43.0% | +272.2% | -315.2% | -62.0% |
| 10Y | +34.3% | +748.9% | -714.6% | -25.3% |
| All | +4,881.0% | -34.4% | +4,915.4% | +3,079.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling