+237.8%
TMUS vs SWK
+18.1%
+219.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +4.9% | -1.4% | +6.3% | +5.2% |
| 30D | +7.7% | +25.5% | -17.7% | +3.1% |
| 3M | -6.8% | +11.8% | -18.6% | -8.9% |
| 6M | -9.7% | +48.7% | -58.4% | -16.7% |
| YTD | -15.0% | +57.2% | -72.1% | -23.1% |
| 1Y | -19.1% | +75.3% | -94.4% | -28.6% |
| 3Y | +21.4% | +51.9% | -30.5% | +5.7% |
| 5Y | +51.2% | -30.7% | +81.9% | +62.0% |
| All | +237.8% | +18.1% | +219.7% | +196.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling