+272.0%
TMUS vs SWKS
+1,534.2%
-1,262.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.4% |
| 7D | +9.0% | -9.2% | +18.2% | +11.4% |
| 30D | -3.2% | -1.9% | -1.3% | -2.9% |
| 3M | -6.9% | +21.2% | -28.1% | -12.0% |
| 6M | -16.4% | +12.9% | -29.3% | -20.9% |
| YTD | -19.6% | +30.7% | -50.4% | -27.3% |
| 1Y | -19.9% | +14.1% | -34.0% | -25.2% |
| 3Y | +14.5% | -1.7% | +16.2% | +4.4% |
| 5Y | +37.7% | -43.0% | +80.7% | +40.8% |
| 10Y | +242.2% | +34.3% | +207.9% | +154.6% |
| All | +272.0% | +1,534.2% | -1,262.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling