+55.2%
TSEM vs SWK
+79.5%
-24.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +10.2% |
| 7D | -2.0% | +10.7% | -12.6% | -4.2% |
| 30D | -33.4% | +33.3% | -66.8% | -39.6% |
| 3M | -39.7% | +14.7% | -54.4% | -42.0% |
| 6M | -27.8% | +48.5% | -76.3% | -36.9% |
| YTD | +29.7% | +63.9% | -34.2% | +4.0% |
| All | +55.2% | +79.5% | -24.3% | +19.5% |
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