+4,733.3%
SNDK vs TSLL
-48.7%
+4,782.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -11.8% | +23.7% | +14.9% |
| 7D | +17.2% | +1.9% | +15.3% | +15.5% |
| 30D | +28.8% | +17.8% | +11.1% | +21.7% |
| 3M | -1.1% | -37.0% | +35.9% | +8.2% |
| 6M | +190.5% | -37.7% | +228.1% | +214.8% |
| YTD | +633.0% | -51.4% | +684.4% | +727.1% |
| 1Y | +2,684.0% | -23.4% | +2,707.4% | +2,710.4% |
| All | +4,733.3% | -48.7% | +4,782.0% | +4,519.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling