+2,684.0%
SNDK vs TMO
+27.8%
+2,656.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.6% | +12.1% |
| 7D | +17.2% | -1.4% | +18.5% | +17.6% |
| 30D | +28.8% | +6.2% | +22.6% | +26.3% |
| 3M | -1.1% | +27.5% | -28.6% | -11.7% |
| 6M | +190.5% | +20.0% | +170.5% | +171.4% |
| YTD | +633.0% | +6.1% | +626.9% | +678.6% |
| 1Y | +2,684.0% | +25.8% | +2,658.2% | +2,602.1% |
| All | +2,684.0% | +27.8% | +2,656.2% | +2,602.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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