-90.2%
SNDQ vs TT
-12.8%
-77.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.5% | +6.7% |
| 7D | -18.7% | +4.0% | -22.7% | -6.2% |
| 30D | +69.5% | -11.3% | +80.8% | +39.2% |
| 3M | +54.2% | -12.3% | +66.5% | +25.8% |
| 6M | -69.6% | -10.8% | -58.7% | -72.8% |
| All | -90.2% | -12.8% | -77.4% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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