+2,684.0%
SNDK vs TLN
-17.2%
+2,701.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.8% | +8.1% | +8.5% |
| 7D | +17.2% | +7.1% | +10.1% | +10.5% |
| 30D | +28.8% | -3.9% | +32.7% | +32.3% |
| 3M | -1.1% | -16.2% | +15.0% | +18.0% |
| 6M | +190.5% | -5.8% | +196.3% | +207.8% |
| YTD | +633.0% | -15.4% | +648.4% | +710.3% |
| 1Y | +2,684.0% | -16.7% | +2,700.7% | +3,229.5% |
| All | +2,684.0% | -17.2% | +2,701.2% | +3,229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling