-26.5%
TMUS vs SWK
+37.3%
-63.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.4% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +5.3% | -5.7% | +11.0% | +5.0% |
| 3M | +3.1% | +24.1% | -20.9% | +3.9% |
| 6M | -16.5% | +24.7% | -41.2% | -15.7% |
| YTD | -9.2% | +33.9% | -43.1% | -8.6% |
| 1Y | -26.5% | +34.7% | -61.2% | -26.1% |
| All | -26.5% | +37.3% | -63.8% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling