+39.5%
TMUS vs SWKS
-25.5%
+64.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -3.5% |
| 7D | +0.1% | +12.5% | -12.4% | +0.1% |
| 30D | +5.3% | +10.5% | -5.2% | +5.2% |
| 3M | +3.1% | -7.4% | +10.5% | +3.2% |
| 6M | -16.5% | +32.7% | -49.1% | -16.7% |
| YTD | -9.2% | +19.2% | -28.3% | -9.3% |
| 1Y | -26.5% | +2.4% | -28.9% | -26.4% |
| All | +39.5% | -25.5% | +64.9% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling