+4,437.1%
SNDK vs TTMI
+391.0%
+4,046.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.4% | -6.9% | -6.2% |
| 7D | -6.1% | +0.7% | -6.8% | -7.0% |
| 30D | +21.5% | -8.4% | +29.9% | +29.1% |
| 3M | -13.2% | -32.5% | +19.3% | +19.8% |
| 6M | +149.2% | +32.5% | +116.7% | +101.6% |
| YTD | +588.1% | +83.2% | +504.8% | +322.5% |
| 1Y | +1,837.5% | +161.7% | +1,675.9% | +856.9% |
| All | +4,437.1% | +391.0% | +4,046.1% | +1,114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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