+88.9%
TEM vs SAN
+171.7%
-82.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.2% | +10.2% | +9.3% |
| 7D | +5.3% | +4.9% | +0.4% | +2.0% |
| 30D | +8.1% | -13.0% | +21.1% | +17.2% |
| 3M | +64.9% | -18.9% | +83.8% | +86.7% |
| 6M | +42.1% | -4.1% | +46.3% | +45.5% |
| YTD | +28.8% | +2.6% | +26.2% | +24.5% |
| 1Y | +5.5% | +16.9% | -11.4% | -6.7% |
| All | +88.9% | +171.7% | -82.7% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling