-95.7%
SNDQ vs TLN
-6.7%
-89.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +3.8% | -27.6% | -16.6% |
| 7D | -30.8% | +7.1% | -37.9% | -19.8% |
| 30D | -51.7% | -3.9% | -47.8% | -53.6% |
| 3M | -78.0% | -16.2% | -61.9% | -78.6% |
| All | -95.7% | -6.7% | -89.0% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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