+2,286.6%
SNDK vs TSLL
-22.9%
+2,309.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +13.6% | +5.1% | +8.4% | +10.3% |
| 30D | +42.5% | +20.0% | +22.5% | +31.1% |
| 3M | +7.1% | -23.8% | +30.9% | +13.1% |
| 6M | +199.7% | -30.3% | +229.9% | +220.5% |
| YTD | +643.2% | -47.7% | +690.8% | +742.0% |
| All | +2,286.6% | -22.9% | +2,309.5% | +2,397.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling