+397.4%
TMUS vs SW
+743.1%
-345.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -1.0% | +3.0% |
| 7D | +7.5% | +12.1% | -4.6% | +7.2% |
| 30D | -3.3% | +6.6% | -9.9% | -3.5% |
| 3M | -9.7% | -6.0% | -3.6% | -9.5% |
| 6M | -17.2% | +21.5% | -38.7% | -17.7% |
| YTD | -20.3% | +20.3% | -40.7% | -20.8% |
| 1Y | -21.2% | +28.1% | -49.4% | -21.8% |
| 3Y | +13.5% | +51.6% | -38.1% | +11.8% |
| 5Y | +36.5% | -0.1% | +36.6% | +34.8% |
| 10Y | +239.2% | +189.7% | +49.5% | +225.8% |
| All | +397.4% | +743.1% | -345.7% | +414.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling