+239.9%
TMUS vs SWKS
+49.5%
+190.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.1% |
| 7D | +6.5% | +10.9% | -4.4% | +4.7% |
| 30D | +11.3% | +17.6% | -6.3% | +8.2% |
| 3M | -2.9% | +29.2% | -32.1% | -7.6% |
| 6M | -10.5% | +37.0% | -47.5% | -16.5% |
| YTD | -14.4% | +44.9% | -59.3% | -21.6% |
| 1Y | -17.9% | +33.8% | -51.7% | -23.7% |
| 3Y | +21.9% | +10.2% | +11.6% | +11.6% |
| 5Y | +52.1% | -37.0% | +89.1% | +56.2% |
| All | +239.9% | +49.5% | +190.4% | +158.4% |
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