+80.0%
TSEM vs SAN
+31.9%
+48.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.8% | +8.6% | +8.5% |
| 7D | +6.9% | +1.8% | +5.1% | +5.4% |
| 30D | +5.3% | +2.0% | +3.3% | +3.7% |
| 3M | -14.9% | +19.7% | -34.6% | -26.2% |
| 6M | +80.0% | +30.6% | +49.4% | +45.8% |
| All | +80.0% | +31.9% | +48.1% | +45.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling