-36.7%
SNDU vs TW
+2.9%
-39.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -9.1% |
| 7D | +16.8% | -2.7% | +19.5% | +5.7% |
| 30D | +64.3% | -1.7% | +66.0% | +51.2% |
| 3M | -36.7% | +1.6% | -38.3% | -19.1% |
| All | -36.7% | +2.9% | -39.6% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 3mo: compounded portfolio wealth divided by compounded TW 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…
3mo analysis · Full analysis span regression · Available span rolling