+272.0%
TMUS vs SWK
+235.3%
+36.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.8% |
| 7D | +9.0% | +11.3% | -2.2% | +4.8% |
| 30D | -3.2% | +28.1% | -31.3% | -11.4% |
| 3M | -6.9% | +12.6% | -19.5% | -11.2% |
| 6M | -16.4% | +51.7% | -68.1% | -28.8% |
| YTD | -19.6% | +60.0% | -79.6% | -33.9% |
| 1Y | -19.9% | +72.7% | -92.6% | -36.3% |
| 3Y | +14.5% | +46.3% | -31.8% | -10.3% |
| 5Y | +37.7% | -24.6% | +62.3% | +36.6% |
| 10Y | +242.2% | +32.2% | +210.0% | +122.6% |
| All | +272.0% | +235.3% | +36.7% | +30.1% |
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 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