-17.7%
TMUS vs SWK
+71.2%
-88.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | +3.6% | +11.0% | -7.5% | +3.6% |
| 30D | -3.4% | +30.1% | -33.4% | -2.6% |
| 3M | -9.5% | +14.7% | -24.1% | -9.5% |
| 6M | -15.2% | +44.5% | -59.7% | -13.7% |
| YTD | -18.9% | +59.4% | -78.3% | -16.4% |
| 1Y | -17.7% | +77.5% | -95.2% | -14.4% |
| All | -17.7% | +71.2% | -88.9% | -14.4% |
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 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