+4,800.5%
SNDK vs TSLL
-44.7%
+4,845.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +13.6% | +5.1% | +8.4% | +11.1% |
| 30D | +42.5% | +20.0% | +22.5% | +34.0% |
| 3M | +7.1% | -23.8% | +30.9% | +11.9% |
| 6M | +199.7% | -30.3% | +229.9% | +215.6% |
| YTD | +643.2% | -47.7% | +690.8% | +722.1% |
| 1Y | +2,402.0% | -21.2% | +2,423.2% | +2,397.9% |
| All | +4,800.5% | -44.7% | +4,845.2% | +4,491.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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