+2,504.1%
SNDK vs TSLL
-39.2%
+2,543.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -5.1% |
| 7D | +16.2% | +33.0% | -16.7% | +7.4% |
| 30D | -36.8% | +7.7% | -44.5% | -37.6% |
| 3M | -30.3% | +34.7% | -65.0% | -36.2% |
| 6M | -35.4% | -31.5% | -3.9% | -31.3% |
| YTD | +294.9% | -42.4% | +337.3% | +327.1% |
| 1Y | +231.1% | -39.7% | +270.8% | +252.7% |
| All | +2,504.1% | -39.2% | +2,543.2% | +2,285.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling