-90.2%
SNDQ vs TMF
-23.0%
-67.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.3% |
| 7D | -18.7% | -9.3% | -9.4% | -17.0% |
| 30D | +69.5% | +1.9% | +67.5% | +75.5% |
| 3M | +54.2% | -11.2% | +65.4% | +42.2% |
| 6M | -69.6% | -17.7% | -51.9% | -72.0% |
| All | -90.2% | -23.0% | -67.2% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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