+4,601.6%
SNDK vs TSM
+116.0%
+4,485.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -1.9% |
| 7D | +8.8% | +2.6% | +6.2% | +5.5% |
| 30D | +33.2% | +1.4% | +31.8% | +31.4% |
| 3M | +3.0% | +5.0% | -2.0% | +2.7% |
| 6M | +173.5% | +24.0% | +149.5% | +124.0% |
| YTD | +613.0% | +41.6% | +571.5% | +401.9% |
| 1Y | +2,189.8% | +66.2% | +2,123.6% | +1,325.6% |
| All | +4,601.6% | +116.0% | +4,485.6% | +1,857.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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