+4,727.7%
SNDK vs TSLL
-44.6%
+4,772.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.9% | -8.0% | -2.1% |
| 7D | +13.1% | +5.8% | +7.3% | +10.5% |
| 30D | +43.4% | +21.7% | +21.7% | +34.3% |
| 3M | +5.8% | -28.2% | +34.1% | +12.0% |
| 6M | +229.6% | -29.5% | +259.0% | +246.2% |
| YTD | +632.2% | -47.5% | +679.7% | +709.5% |
| 1Y | +2,365.4% | -20.8% | +2,386.2% | +2,358.6% |
| All | +4,727.7% | -44.6% | +4,772.4% | +4,421.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling