+786.5%
TSEM vs SAN
+270.1%
+516.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.6% | -7.2% |
| 7D | +7.0% | +4.0% | +3.0% | +5.4% |
| 30D | -29.8% | -7.8% | -22.0% | -27.8% |
| 3M | -41.9% | -16.4% | -25.6% | -37.9% |
| 6M | -45.8% | +3.5% | -49.3% | -46.6% |
| YTD | +25.1% | +6.7% | +18.4% | +21.2% |
| 1Y | +48.2% | +14.5% | +33.7% | +40.1% |
| 3Y | +476.5% | +243.5% | +233.0% | +266.4% |
| 5Y | +301.4% | +296.2% | +5.3% | +133.9% |
| All | +786.5% | +270.1% | +516.4% | +395.0% |
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