-95.7%
SNDQ vs TFC
+3.3%
-99.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +0.1% | -23.9% | -23.9% |
| 7D | -30.8% | +2.4% | -33.2% | -32.5% |
| 30D | -51.7% | -1.3% | -50.4% | -51.4% |
| 3M | -78.0% | +6.1% | -84.1% | -79.4% |
| All | -95.7% | +3.3% | -99.0% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · Available span rolling