+42.0%
TMUS vs SW
-2.3%
+44.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.7% | -3.5% |
| 7D | +0.1% | -5.1% | +5.2% | +0.2% |
| 30D | +5.3% | -4.6% | +9.8% | +5.4% |
| 3M | +3.1% | +9.4% | -6.3% | +2.9% |
| 6M | -16.5% | +3.5% | -20.0% | -16.6% |
| YTD | -9.2% | +22.0% | -31.2% | -9.7% |
| 1Y | -26.5% | +2.2% | -28.7% | -26.7% |
| 3Y | +39.0% | +19.6% | +19.4% | +37.9% |
| All | +42.0% | -2.3% | +44.3% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling