+679.5%
TSEM vs SAN
+356.8%
+322.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.9% |
| 7D | +10.4% | +3.3% | +7.1% | +8.5% |
| 30D | -12.9% | +1.1% | -14.0% | -13.4% |
| 3M | -9.2% | +22.2% | -31.4% | -18.0% |
| 6M | +98.8% | +36.0% | +62.8% | +70.2% |
| YTD | +87.2% | +28.2% | +59.0% | +63.0% |
| 1Y | +239.0% | +54.1% | +184.8% | +171.8% |
| 3Y | +679.5% | +354.2% | +325.3% | +320.8% |
| All | +679.5% | +356.8% | +322.7% | +320.8% |
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