+235.4%
TMUS vs SW
+185.4%
+50.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.0% |
| 7D | +9.0% | +4.7% | +4.4% | +8.8% |
| 30D | -3.2% | +5.0% | -8.2% | -3.4% |
| 3M | -6.9% | -7.3% | +0.4% | -6.7% |
| 6M | -16.4% | +15.0% | -31.4% | -16.9% |
| YTD | -19.6% | +18.5% | -38.2% | -20.3% |
| 1Y | -19.9% | +27.1% | -47.0% | -20.7% |
| 3Y | +14.5% | +49.3% | -34.8% | +12.1% |
| 5Y | +37.7% | -1.6% | +39.3% | +35.4% |
| All | +235.4% | +185.4% | +50.1% | +237.9% |
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