-4.7%
TMUS vs SKUU
+11.7%
-16.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +14.2% | -16.6% | -1.0% |
| 7D | -5.3% | +43.0% | -48.3% | -1.8% |
| 30D | +0.1% | +103.8% | -103.7% | +8.4% |
| All | -4.7% | +11.7% | -16.4% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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 · Available span rolling