+272.2%
TSEM vs SWK
-25.4%
+297.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -2.6% | -9.4% | -11.3% |
| 7D | -30.3% | +11.3% | -41.5% | -32.7% |
| 30D | -49.3% | +28.1% | -77.4% | -53.2% |
| 3M | -38.0% | +12.6% | -50.6% | -40.4% |
| 6M | -41.9% | +51.7% | -93.6% | -49.0% |
| YTD | +11.6% | +60.0% | -48.4% | -4.3% |
| 1Y | +50.5% | +72.7% | -22.2% | +26.4% |
| 3Y | +445.3% | +46.3% | +399.0% | +361.7% |
| 5Y | +272.2% | -24.6% | +296.9% | +283.9% |
| All | +272.2% | -25.4% | +297.7% | +283.9% |
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