+42.0%
TMUS vs SWK
-38.7%
+80.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | +3.1% | +24.1% | -20.9% | +1.4% |
| 6M | -16.5% | +24.7% | -41.2% | -18.0% |
| YTD | -9.2% | +33.9% | -43.1% | -11.6% |
| 1Y | -26.5% | +34.7% | -61.2% | -28.6% |
| 3Y | +39.0% | +15.3% | +23.7% | +34.8% |
| All | +42.0% | -38.7% | +80.7% | +64.1% |
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 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