+11.0%
TEM vs SAN
+19.5%
-8.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.0% |
| 7D | +5.1% | +3.4% | +1.7% | +3.2% |
| 30D | +16.8% | -6.3% | +23.1% | +20.8% |
| 3M | +42.6% | -14.1% | +56.7% | +54.5% |
| 6M | +63.9% | +4.2% | +59.7% | +62.1% |
| YTD | +34.5% | +9.0% | +25.5% | +27.6% |
| 1Y | +11.0% | +18.8% | -7.8% | +1.7% |
| All | +11.0% | +19.5% | -8.5% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling