+4,437.1%
SNDK vs TSM
+118.6%
+4,318.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.7% | -5.0% |
| 7D | -6.1% | +1.0% | -7.1% | -7.4% |
| 30D | +21.5% | +1.0% | +20.5% | +20.4% |
| 3M | -13.2% | +2.9% | -16.1% | -12.1% |
| 6M | +149.2% | +22.8% | +126.4% | +105.6% |
| YTD | +588.1% | +43.3% | +544.8% | +376.6% |
| 1Y | +1,837.5% | +69.2% | +1,768.4% | +1,081.7% |
| All | +4,437.1% | +118.6% | +4,318.5% | +1,759.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling