+39.5%
TMUS vs SWK
+15.2%
+24.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | +5.3% | -5.7% | +11.0% | +5.2% |
| 3M | +3.1% | +24.1% | -20.9% | +3.2% |
| 6M | -16.5% | +24.7% | -41.2% | -16.4% |
| YTD | -9.2% | +33.9% | -43.1% | -9.2% |
| 1Y | -26.5% | +34.7% | -61.2% | -26.5% |
| All | +39.5% | +15.2% | +24.3% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling