+238.4%
TMUS vs SWKS
+33.1%
+205.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | +3.6% | -6.2% | +9.7% | +4.6% |
| 30D | -3.4% | -1.5% | -1.9% | -3.2% |
| 3M | -9.5% | +23.0% | -32.4% | -13.2% |
| 6M | -15.2% | +27.6% | -42.8% | -20.0% |
| YTD | -18.9% | +32.3% | -51.2% | -24.7% |
| 1Y | -17.7% | +20.1% | -37.8% | -22.2% |
| 3Y | +15.6% | +0.6% | +15.0% | +7.4% |
| 5Y | +38.9% | -42.3% | +81.2% | +44.5% |
| All | +238.4% | +33.1% | +205.3% | +164.8% |
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