+234.7%
TMUS vs SWKS
+37.5%
+197.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.4% | +4.0% |
| 7D | +5.3% | -2.7% | +8.1% | +5.8% |
| 30D | +13.5% | +8.5% | +5.1% | +11.9% |
| 3M | -4.2% | +17.3% | -21.5% | -7.4% |
| 6M | -11.9% | +25.1% | -37.0% | -16.6% |
| YTD | -15.6% | +33.3% | -48.9% | -21.6% |
| 1Y | -16.8% | +22.9% | -39.7% | -21.6% |
| 3Y | +20.8% | +5.5% | +15.3% | +10.9% |
| 5Y | +48.0% | -41.9% | +89.9% | +53.9% |
| 10Y | +234.7% | +32.4% | +202.3% | +162.1% |
| All | +234.7% | +37.5% | +197.2% | +162.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 10y: compounded portfolio wealth divided by compounded SWKS 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…
10y analysis · Full analysis span regression · 6 months rolling