+10.7%
SNDU vs TDY
-5.0%
+15.7%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -4.8% | -11.0% | -0.2% |
| 7D | -48.0% | -5.0% | -43.0% | -36.6% |
| 30D | -66.4% | +2.0% | -68.4% | -67.5% |
| 3M | -58.7% | -7.7% | -51.0% | -44.0% |
| 6M | -68.6% | -0.9% | -67.7% | -63.3% |
| All | +10.7% | -5.0% | +15.7% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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 · 6 months rolling