+769.2%
TSEM vs SWK
+29.6%
+739.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.0% |
| 7D | -17.5% | +11.0% | -28.5% | -21.3% |
| 30D | -44.7% | +30.1% | -74.7% | -50.4% |
| 3M | -38.9% | +14.7% | -53.5% | -42.5% |
| 6M | -36.7% | +44.5% | -81.2% | -45.6% |
| YTD | +17.0% | +59.4% | -42.4% | -4.1% |
| 1Y | +62.8% | +77.5% | -14.7% | +28.1% |
| 3Y | +471.3% | +49.5% | +421.8% | +360.6% |
| 5Y | +290.3% | -24.9% | +315.2% | +301.0% |
| All | +769.2% | +29.6% | +739.7% | +599.3% |
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