+4,437.1%
SNDK vs TMF
-23.8%
+4,460.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -6.1% | -5.1% | -1.0% | -5.9% |
| 30D | +21.5% | -4.6% | +26.1% | +21.7% |
| 3M | -13.2% | -16.6% | +3.4% | -12.4% |
| 6M | +149.2% | -19.9% | +169.1% | +151.3% |
| YTD | +588.1% | -20.2% | +608.2% | +593.8% |
| 1Y | +1,837.5% | -27.7% | +1,865.3% | +1,838.3% |
| All | +4,437.1% | -23.8% | +4,460.9% | +4,393.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling