+52.2%
TEM vs SAN
+235.6%
-183.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.0% |
| 7D | -1.1% | -0.5% | -0.6% | -0.7% |
| 30D | +11.3% | -0.1% | +11.4% | +11.3% |
| 3M | +25.5% | +19.6% | +5.9% | +12.5% |
| 6M | +17.1% | +32.7% | -15.6% | -1.5% |
| YTD | +3.8% | +26.7% | -22.9% | -11.5% |
| 1Y | -24.4% | +51.6% | -76.0% | -43.1% |
| All | +52.2% | +235.6% | -183.3% | -17.4% |
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