+887.4%
TSEM vs SWK
+21.9%
+865.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.3% | +7.9% |
| 7D | +6.8% | -2.3% | +9.1% | +7.8% |
| 30D | -26.6% | +30.4% | -57.0% | -34.3% |
| 3M | -36.3% | +12.1% | -48.5% | -39.6% |
| 6M | -30.6% | +49.1% | -79.7% | -41.0% |
| YTD | +35.3% | +60.4% | -25.1% | +10.7% |
| 1Y | +59.2% | +78.3% | -19.1% | +25.1% |
| 3Y | +547.7% | +53.3% | +494.3% | +417.4% |
| 5Y | +337.5% | -27.0% | +364.5% | +356.3% |
| 10Y | +887.4% | +20.8% | +866.5% | +650.8% |
| All | +887.4% | +21.9% | +865.5% | +650.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling