+865.7%
TSEM vs SWK
+32.9%
+832.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +9.9% |
| 7D | -2.0% | +10.7% | -12.6% | -6.1% |
| 30D | -33.4% | +33.3% | -66.8% | -40.8% |
| 3M | -39.7% | +14.7% | -54.4% | -43.2% |
| 6M | -27.8% | +48.5% | -76.3% | -38.6% |
| YTD | +29.7% | +63.9% | -34.2% | +5.4% |
| 1Y | +81.1% | +80.4% | +0.7% | +41.8% |
| 3Y | +529.3% | +58.1% | +471.2% | +397.5% |
| 5Y | +315.0% | -24.5% | +339.4% | +326.9% |
| 10Y | +865.7% | +29.5% | +836.2% | +660.2% |
| All | +865.7% | +32.9% | +832.8% | +660.2% |
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