+4,437.1%
SNDK vs TSLQ
-79.3%
+4,516.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -3.8% |
| 7D | -6.1% | -6.6% | +0.5% | -7.7% |
| 30D | +21.5% | -24.3% | +45.8% | +13.9% |
| 3M | -13.2% | -3.6% | -9.6% | -9.2% |
| 6M | +149.2% | -12.0% | +161.2% | +164.2% |
| YTD | +588.1% | +1.4% | +586.7% | +657.1% |
| 1Y | +1,837.5% | -43.6% | +1,881.1% | +1,864.5% |
| All | +4,437.1% | -79.3% | +4,516.4% | +4,091.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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