+4,437.1%
SNDK vs TLN
+32.5%
+4,404.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.8% |
| 7D | -6.1% | -1.3% | -4.8% | -5.3% |
| 30D | +21.5% | -14.3% | +35.8% | +34.1% |
| 3M | -13.2% | -9.3% | -3.9% | -5.1% |
| 6M | +149.2% | -1.1% | +150.3% | +156.6% |
| YTD | +588.1% | -16.6% | +604.6% | +666.8% |
| 1Y | +1,837.5% | -22.0% | +1,859.5% | +2,194.0% |
| All | +4,437.1% | +32.5% | +4,404.6% | +3,873.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling