+253.1%
TSEM vs SWK
+37.3%
+215.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +7.0% | +7.5% |
| 7D | +6.9% | -0.4% | +7.3% | +7.1% |
| 30D | +5.3% | -5.7% | +11.0% | +7.5% |
| 3M | -14.9% | +24.1% | -39.0% | -20.8% |
| 6M | +80.0% | +24.7% | +55.3% | +63.6% |
| YTD | +89.4% | +33.9% | +55.4% | +66.5% |
| 1Y | +253.1% | +34.7% | +218.4% | +201.9% |
| All | +253.1% | +37.3% | +215.7% | +201.9% |
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