+80.5%
TSEM vs SWK
+87.6%
-7.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +13.1% | -21.8% | -11.6% |
| 7D | -23.1% | +17.9% | -41.0% | -26.8% |
| 30D | -40.4% | +31.9% | -72.3% | -45.9% |
| 3M | -37.9% | +16.6% | -54.4% | -40.7% |
| 6M | -30.8% | +61.1% | -91.9% | -41.7% |
| YTD | +26.7% | +64.2% | -37.5% | +1.3% |
| 1Y | +80.5% | +85.2% | -4.7% | +36.4% |
| All | +80.5% | +87.6% | -7.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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