+77.9%
TEM vs SAN
+182.6%
-104.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.3% | -6.1% |
| 7D | -5.9% | +4.0% | -9.9% | -7.9% |
| 30D | +4.8% | -7.8% | +12.6% | +9.9% |
| 3M | +31.9% | -16.4% | +48.2% | +46.9% |
| 6M | +56.0% | +3.5% | +52.5% | +52.6% |
| YTD | +21.3% | +6.7% | +14.6% | +14.7% |
| 1Y | +5.4% | +14.5% | -9.1% | -5.0% |
| All | +77.9% | +182.6% | -104.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling