+304.4%
TMUS vs SW
+147.8%
+156.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.5% |
| 7D | +0.1% | -5.1% | +5.2% | +0.3% |
| 30D | +5.3% | -4.6% | +9.8% | +5.4% |
| 3M | +3.1% | +9.4% | -6.3% | +2.7% |
| 6M | -16.5% | +3.5% | -20.0% | -16.7% |
| YTD | -9.2% | +22.0% | -31.2% | -9.9% |
| 1Y | -26.5% | +2.2% | -28.7% | -26.7% |
| 3Y | +39.0% | +19.6% | +19.4% | +37.1% |
| 5Y | +40.4% | -2.3% | +42.7% | +38.1% |
| All | +304.4% | +147.8% | +156.6% | +294.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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