+52.8%
TMUS vs SWK
-26.0%
+78.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +8.2% | -2.3% | +10.5% | +8.3% |
| 30D | +13.4% | +30.4% | -17.1% | +11.2% |
| 3M | -3.0% | +12.1% | -15.2% | -3.9% |
| 6M | -8.8% | +49.1% | -57.9% | -11.5% |
| YTD | -13.8% | +60.4% | -74.3% | -17.1% |
| 1Y | -17.1% | +78.3% | -95.4% | -21.1% |
| 3Y | +22.7% | +53.3% | -30.6% | +15.7% |
| 5Y | +52.8% | -27.0% | +79.8% | +81.9% |
| All | +52.8% | -26.0% | +78.8% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling