+663.0%
TSEM vs SWK
-38.7%
+701.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +7.0% | +7.6% |
| 7D | +6.9% | -0.4% | +7.3% | +7.1% |
| 30D | +5.3% | -5.7% | +11.0% | +7.2% |
| 3M | -14.9% | +24.1% | -39.0% | -20.1% |
| 6M | +80.0% | +24.7% | +55.3% | +68.0% |
| YTD | +89.4% | +33.9% | +55.4% | +72.2% |
| 1Y | +253.1% | +34.7% | +218.4% | +219.4% |
| 3Y | +642.1% | +15.3% | +626.9% | +572.5% |
| All | +663.0% | -38.7% | +701.7% | +719.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling