+304.4%
TMUS vs SWKS
+23.7%
+280.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -4.1% |
| 7D | +0.1% | +12.5% | -12.4% | -2.0% |
| 30D | +5.3% | +10.5% | -5.2% | +3.3% |
| 3M | +3.1% | -7.4% | +10.5% | +3.9% |
| 6M | -16.5% | +32.7% | -49.1% | -21.9% |
| YTD | -9.2% | +19.2% | -28.3% | -13.7% |
| 1Y | -26.5% | +2.4% | -28.9% | -28.4% |
| 3Y | +39.0% | -25.6% | +64.6% | +38.8% |
| 5Y | +40.4% | -53.4% | +93.8% | +54.4% |
| All | +304.4% | +23.7% | +280.7% | +202.8% |
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