+4,800.5%
SNDK vs TSM
+119.7%
+4,680.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.6% |
| 7D | +13.6% | +4.8% | +8.8% | +7.2% |
| 30D | +42.5% | +4.0% | +38.5% | +36.1% |
| 3M | +7.1% | +2.0% | +5.2% | +9.6% |
| 6M | +199.7% | +25.5% | +174.2% | +141.3% |
| YTD | +643.2% | +44.0% | +599.2% | +411.8% |
| 1Y | +2,402.0% | +75.4% | +2,326.6% | +1,374.6% |
| All | +4,800.5% | +119.7% | +4,680.8% | +1,896.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling