-21.0%
TSEM vs SAN
+1,695.8%
-1,716.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | +20.5% | +1.0% | +19.5% | +20.2% |
| 30D | -29.0% | -9.4% | -19.6% | -26.8% |
| 3M | -39.4% | -17.1% | -22.2% | -35.6% |
| 6M | -28.5% | +2.2% | -30.7% | -29.2% |
| YTD | +34.4% | +6.0% | +28.5% | +31.1% |
| 1Y | +48.3% | +12.7% | +35.6% | +42.0% |
| 3Y | +543.5% | +242.1% | +301.4% | +324.4% |
| 5Y | +331.4% | +293.6% | +37.8% | +161.0% |
| 10Y | +881.1% | +266.1% | +615.0% | +473.4% |
| All | -21.0% | +1,695.8% | -1,716.8% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling