+320.5%
TMUS vs SWK
+180.8%
+139.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.3% | -3.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +5.3% | -5.7% | +11.0% | +7.3% |
| 3M | +3.1% | +24.1% | -20.9% | -5.2% |
| 6M | -16.5% | +24.7% | -41.2% | -24.2% |
| YTD | -9.2% | +33.9% | -43.1% | -20.2% |
| 1Y | -26.5% | +34.7% | -61.2% | -36.2% |
| 3Y | +39.0% | +15.3% | +23.7% | +18.9% |
| 5Y | +40.4% | -39.3% | +79.7% | +51.3% |
| 10Y | +303.7% | +2.5% | +301.2% | +193.1% |
| All | +320.5% | +180.8% | +139.7% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling