+2,358.4%
SNDK vs TMF
-27.9%
+2,386.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.6% |
| 7D | +6.0% | -9.3% | +15.3% | +5.6% |
| 30D | -36.9% | +1.9% | -38.9% | -37.2% |
| 3M | -42.1% | -11.2% | -30.9% | -41.9% |
| 6M | -38.8% | -17.7% | -21.1% | -38.4% |
| YTD | +272.8% | -24.5% | +297.3% | +276.3% |
| 1Y | +263.3% | -29.4% | +292.8% | +266.0% |
| All | +2,358.4% | -27.9% | +2,386.3% | +2,336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling