+4,727.7%
SNDK vs TLN
+38.0%
+4,689.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.9% |
| 7D | +13.1% | +10.9% | +2.2% | +5.8% |
| 30D | +43.4% | -6.3% | +49.7% | +49.3% |
| 3M | +5.8% | -10.7% | +16.5% | +16.2% |
| 6M | +229.6% | +1.6% | +228.0% | +232.6% |
| YTD | +632.2% | -13.1% | +645.2% | +694.6% |
| 1Y | +2,365.4% | -15.1% | +2,380.5% | +2,695.8% |
| All | +4,727.7% | +38.0% | +4,689.8% | +4,017.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling